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Large deviation principle for generalized quantile functions - MaRDI portal

Large deviation principle for generalized quantile functions (Q876791)

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scientific article; zbMATH DE number 5147213
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Large deviation principle for generalized quantile functions
scientific article; zbMATH DE number 5147213

    Statements

    Large deviation principle for generalized quantile functions (English)
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    27 April 2007
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    empirical measures
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    Sanov's theorem
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    generalized quantile functions
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    elliptically contoured distributions
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    convex sets
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