A large deviation approximation for multivariate density functions

DOI10.3103/S1066530719010058zbMath1418.60019MaRDI QIDQ2002091

Cyrille Joutard

Publication date: 11 July 2019

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

zbMATH Keywords

sample variancelarge deviationsdensity functionGaussian multiple linear regression model

Mathematics Subject Classification ID

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

Cites Work

• Multidimensional large deviation local limit theorems
• A local limit theorem for large deviations of sums of independent, nonidentically distributed random variables
• A large deviation limit theorem for multivariate distributions
• Sharp estimates of deviations of the sample mean in many dimensions
• Multidimensional strong large deviation results
• Asymptotic approximation for the probability density function of an arbitrary sequence of random variables
• A Local Limit Theorem for Large Deviations in the Case of Differently Distributed Lattice Summands
• On Large Deviations for a Distribution Density Function
• Integro-Local Limit Theorems Including Large Deviations for Sumsof Random Vectors.
• Sharp large deviations for Gaussian quadratic forms with applications

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