A large deviation limit theorem for multivariate distributions

DOI10.1016/0047-259X(77)90030-6zbMath0364.60050MaRDI QIDQ1240957

Peter C. B. Phillips

Publication date: 1977

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Large deviations (60F10)

Related Items (2)

Multidimensional large deviation local limit theorems ⋮ A large deviation approximation for multivariate density functions

Cites Work

• THE APPROXIMATE DISTRIBUTION OF SERIAL CORRELATION COEFFICIENTS
• On methods of asymptotic approximation for multivariate distributions
• Convergence Rates for Probabilities of Moderate Deviations
• Saddlepoint Approximations in Statistics
• Unnamed Item

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