Importance Sampling for Simulation of Large and Moderate Deviation Probabilities of Tests and Estimators

DOI10.1137/S0040585X97982323zbMath1118.62052OpenAlexW2035642638WikidataQ126260220 ScholiaQ126260220MaRDI QIDQ5307620

Mikhail Sergeevich Ermakov

Publication date: 17 September 2007

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97982323

zbMATH Keywords

large deviationsmoderate deviationsImportance samplingempirical measure

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Large deviations (60F10) Nonparametric inference (62G99)

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