Large deviation principle for generalized quantile functions

zbMath1132.62324MaRDI QIDQ876791

Tomasz Schreiber

Publication date: 27 April 2007

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

zbMATH Keywords

convex setsSanov's theoremempirical measureselliptically contoured distributionsgeneralized quantile functions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Large deviations (60F10)

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