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Probabilities of moderate deviations
Journal of Soviet Mathematics, 1982Let X1, X2, ... be a sequence of independent, identically distributed random variables, and let . The rate of convergence of probabilities of the form and is studied for any ɛ > ɛ0 and some r and ɛ0. Moreover, necessary and sufficient conditions are given that the relations be satisfied uniformly with respect to x in the region 0 ≤ x ...
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Moderate Deviations for a Class of L-Statistics
Acta Applicandae Mathematicae, 2008zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Probability of moderate deviations for multiplicative functions
Lithuanian Mathematical Journal, 1989Summary: Suppose that a sequence of multiplicative arithmetical functions \(h_ n(m)\) belongs to the class \(D^+=D^+(\phi,\psi,\rho,r,\alpha,c_ 2)\), \(\alpha >0\), there exist nonnegative strictly decreasing functions \(\phi\) (n), \(\psi\) (n), \(\rho\) (n), a real number r \((r>2)\) and a constant \(c_ 2>0\) such, that \[ \sum_{p\leq n,\quad | \ln |
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A Local Limit Theorem for Moderate Deviations
Bulletin of the London Mathematical Society, 2001The author establishes a uniform estimate for the mass function \(P(S_m =y)\) of an integer-valued random walk when \(y\to\infty\) and \((y-m\mu)/ \sqrt{m} \to \infty,\) where \(\mu\) is the mean of the step distribution. The assumptions are that the mass function \(p\) of the step distribution is regularly varying at \(\infty\) with \(-\kappa\), where
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Large and moderate deviations for L-statistics
Lithuanian Mathematical Journal, 1992zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Large and moderate deviations for a discrete-time marked Hawkes process
Communications in Statistics - Theory and Methods, 2023Haixu Wang
exaly
Delta method in large deviations and moderate deviations for estimators
Annals of Statistics, 2011Xingqiu Zhao, Fuqing Gao
exaly
Moderate deviations for martingale differences and applications to φ -mixing sequences
Stochastic and Stochastics Reports, 2002Hacène Djellout
exaly

