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Berry-Esseen type estimates for large deviation probabilities

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Publication:684539
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zbMath0778.60018MaRDI QIDQ684539

Aleksandr Ivanovich Sakhanenko

Publication date: 21 September 1993

Published in: Siberian Mathematical Journal (Search for Journal in Brave)


zbMATH Keywords

large deviation probabilityasymptotic expansionsBerry-Esseen inequalityCramer transformCramer's series


Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Large deviations (60F10)


Related Items (8)

Self-normalized Cramér type moderate deviations for the maximum of sums ⋮ Sharp large deviation results for sums of independent random variables ⋮ Variable selection for sparse logistic regression ⋮ A Cramér moderate deviation theorem for Hotelling's \(T^{2}\)-statistic with applications to global tests ⋮ Self-normalized Cramér-type moderate deviations for functionals of Markov chain ⋮ Sharp large deviations for sums of bounded from above random variables ⋮ Density estimation by wavelet thresholding ⋮ Sparse Poisson regression with penalized weighted score function




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