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Probabilities of moderate deviations

Journal of Soviet Mathematics, 1982
Let 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, 2008
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Probability of moderate deviations for multiplicative functions

Lithuanian Mathematical Journal, 1989
Summary: 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, 2001
The 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, 1992
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Moderate Deviations

2011
Louis H. Y. Chen   +2 more
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Large and moderate deviations for a discrete-time marked Hawkes process

Communications in Statistics - Theory and Methods, 2023
Haixu Wang
exaly  

Delta method in large deviations and moderate deviations for estimators

Annals of Statistics, 2011
Xingqiu Zhao, Fuqing Gao
exaly  

Moderate deviations for martingale differences and applications to φ -mixing sequences

Stochastic and Stochastics Reports, 2002
Hacène Djellout
exaly  

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