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August, 1979 Large Deviation Theorems for Empirical Probability Measures
P. Groeneboom, J. Oosterhoff, F. H. Ruymgaart
Ann. Probab. 7(4): 553-586 (August, 1979). DOI: 10.1214/aop/1176994984

Abstract

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.

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P. Groeneboom. J. Oosterhoff. F. H. Ruymgaart. "Large Deviation Theorems for Empirical Probability Measures." Ann. Probab. 7 (4) 553 - 586, August, 1979. https://doi.org/10.1214/aop/1176994984

Information

Published: August, 1979
First available in Project Euclid: 19 April 2007

zbMATH: 0425.60021
MathSciNet: MR537208
Digital Object Identifier: 10.1214/aop/1176994984

Subjects:
Primary: 60F10

Rights: Copyright © 1979 Institute of Mathematical Statistics

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Vol.7 • No. 4 • August, 1979
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