Large Deviations Theory in Exponential Families

DOI10.1214/aoms/1177698121zbMath0196.20502OpenAlexW1508587021MaRDI QIDQ5592721

Donald R. Truax, Efron, Bradley

Publication date: 1968

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

Full work available at URL: https://doi.org/10.1214/aoms/1177698121

zbMATH Keywords

probability theory

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Large deviations (60F10)

Related Items (6)

An Interview with Bradley Efron ⋮ Efficient large deviation estimation based on importance sampling ⋮ Bahadur deficiency of likelihood ratio tests in exponential families ⋮ Conditional large deviations for density case ⋮ The likelihood ratio under noncontiguous alternatives ⋮ Generalized variance functions for infinitely divisible mixture distributions

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