Asymptotic approximation for the probability density function of an arbitrary sequence of random variables

DOI10.1016/J.SPL.2014.03.018zbMath1303.60024OpenAlexW2077748399MaRDI QIDQ2453930

Cyrille Joutard

Publication date: 11 June 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.03.018

zbMATH Keywords

sample variancelarge deviationsdensity functionMann-Whitney statistic

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10)

Related Items (2)

Classical and almost sure local limit theorems ⋮ A large deviation approximation for multivariate density functions

Cites Work

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• The normal, Edgeworth, saddlepoint and uniform approximations to the Wilcoxon–Mann–Whitney null-distribution: a numerical comparison
• Sharp large deviations for Gaussian quadratic forms with applications
• An Approximation to the Wilcoxon-Mann-Whitney Distribution
• On a Test of Whether one of Two Random Variables is Stochastically Larger than the Other
• A DISTRIBUTION-FREE k-SAMPLE TEST AGAINST ORDERED ALTERNATIVES

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