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.
Citation
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
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