Some theorems on first-order asymptotic behavior of probabilities of large deviations of empirical probability measures are proved. These theorems extend previous results due to Borovkov, Hoadley and Stone. A multivariate analogue of Chernoff's theorem and a large deviation result for trimmed means are obtained as particular applications of the general theory.
Publié le : 1979-08-14
Classification:
Large deviations,
empirical probability measures,
Kullback-Leibler information,
trimmed means,
60F10
@article{1176994984,
author = {Groeneboom, P. and Oosterhoff, J. and Ruymgaart, F. H.},
title = {Large Deviation Theorems for Empirical Probability Measures},
journal = {Ann. Probab.},
volume = {7},
number = {6},
year = {1979},
pages = { 553-586},
language = {en},
url = {http://dml.mathdoc.fr/item/1176994984}
}
Groeneboom, P.; Oosterhoff, J.; Ruymgaart, F. H. Large Deviation Theorems for Empirical Probability Measures. Ann. Probab., Tome 7 (1979) no. 6, pp. 553-586. http://gdmltest.u-ga.fr/item/1176994984/