Large deviation theorems for extended random variables and some applications
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Publication:1291196
DOI10.1007/BF02365062zbMath0943.60014MaRDI QIDQ1291196
Publication date: 22 November 1999
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
likelihood ratio testlarge deviationslarge deviation principleBayes testChernoff theoremminimax test
Central limit and other weak theorems (60F05) Bayesian inference (62F15) Asymptotic properties of parametric tests (62F05)
Related Items
On large deviations in testing Ornstein-Uhlenbeck-type models, Large deviations in testing fractional Ornstein-Uhlenbeck models, Large-deviation theorems in hypothesis-testing problems
Cites Work
- Large deviations for a general class of random vectors
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- [https://portal.mardi4nfdi.de/wiki/Publication:3946964 Vitesses maximales de d�croissance des erreurs et tests optimaux associ�s]
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