Limiting values of large deviation probabilities of quadratic statistics
DOI10.1016/0047-259X(90)90023-BzbMath0713.62053MaRDI QIDQ750050
Wilbert C. M. Kallenberg, G. A. M. Jeurnink
Publication date: 1990
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
integral operatorquadratic functionalseigenfunctionsKullback-Leibler informationlargest eigenvalueBahadur efficiencylikelihood ratio testsquadratic statisticsHilbert-Schmidt operatorNeyman's smooth testAnderson-Darling statisticgeneralized Cramér-von Mises statisticlocal limits of large deviation probabilitiessums of k-dimensional random vectors
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Large deviations (60F10)
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Cites Work
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