On risk rates and large deviations in finite Markov chain experiments

zbMath0891.60033MaRDI QIDQ1376536

P. Scheffel, Heinrich von Weizsäcker

Publication date: 27 January 1998

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

entropyMarkov chainlarge deviationsBayes risklarge deviation theoryempirical pair measure

Mathematics Subject Classification ID

Theory of statistical experiments (62B15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10)

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