Asymptotic Expansions for Large Deviation Probabilities of Noncentral Generalized Chi-Square Distributions

W.-D Richter; J Schumacher

doi:10.1006/jmva.2000.1899

Asymptotic Expansions for Large Deviation Probabilities of Noncentral Generalized Chi-Square Distributions

Journal of Multivariate Analysis ◽

10.1006/jmva.2000.1899 ◽

2000 ◽

Vol 75 (2) ◽

pp. 184-218 ◽

Cited By ~ 5

Author(s):

W.-D Richter ◽

J Schumacher

Keyword(s):

Asymptotic Expansions ◽

Large Deviation ◽

Chi Square ◽

Large Deviation Probabilities

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Asymptotic expansions for large deviation probabilities in the strong law of large numbers

Probability Theory and Related Fields ◽

10.1007/bf00319551 ◽

1989 ◽

Vol 81 (2) ◽

pp. 213-233 ◽

Cited By ~ 2

Author(s):

James Allen Fill

Keyword(s):

Asymptotic Expansions ◽

Law Of Large Numbers ◽

Large Deviation ◽

Strong Law ◽

Large Numbers ◽

Large Deviation Probabilities

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Lower Bounds on Large Deviation Probabilities for Sums of Independent Random Variables

Asymptotic Methods in Probability and Statistics with Applications ◽

10.1007/978-1-4612-0209-7_20 ◽

2001 ◽

pp. 277-295

Author(s):

S. V. Nagaev

Keyword(s):

Lower Bounds ◽

Large Deviation ◽

Random Variables ◽

Independent Random Variables ◽

Large Deviation Probabilities

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Large-Deviation Probabilities for One-Dimensional Markov Chains. Part 2: Prestationary Distributions in the Exponential Case

Theory of Probability and Its Applications ◽

10.1137/s0040585x97978358 ◽

2001 ◽

Vol 45 (3) ◽

pp. 379-405 ◽

Cited By ~ 5

Author(s):

A. A. Borovkov ◽

D. A. Korshunov

Keyword(s):

Markov Chains ◽

Large Deviation ◽

One Dimensional ◽

Exponential Case ◽

Large Deviation Probabilities

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Asymptotic Expansions in Large Deviation Zones for the Distribution Density of Sums of Independent Random Variables

Proceedings of the Bakuriani Colloquium in Honour of Yu.V. Prohorov, Bakuriani, Georgia, USSR, 24 February–4 March, 1990 ◽

10.1515/9783112313626-007 ◽

1991 ◽

pp. 43-56 ◽

Cited By ~ 1

Keyword(s):

Asymptotic Expansions ◽

Distribution Density ◽

Large Deviation ◽

Random Variables ◽

Independent Random Variables

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Large deviation probabilities in estimation of Poisson random measures

Stochastic Processes and their Applications ◽

10.1016/s0304-4149(98)00005-2 ◽

1998 ◽

Vol 76 (1) ◽

pp. 117-139 ◽

Cited By ~ 3

Author(s):

Danielle Florens ◽

Huyên Pham

Keyword(s):

Large Deviation ◽

Random Measures ◽

Poisson Random Measures ◽

Large Deviation Probabilities

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Large deviation probabilities for sums of heavy-tailed dependent random vectors

Communications in Statistics Stochastic Models ◽

10.1080/15326349708807444 ◽

1997 ◽

Vol 13 (4) ◽

pp. 647-660 ◽

Cited By ~ 2

Author(s):

Adam Jakubowski ◽

Alexander. V. Nagaev ◽

Zaigraev Alexander

Keyword(s):

Large Deviation ◽

Random Vectors ◽

Large Deviation Probabilities ◽

Heavy Tailed

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A theorem on large-deviation probabilities for decomposable statistics and its statistical application

Mathematical Notes ◽

10.1007/bf01156472 ◽

1984 ◽

Vol 36 (4) ◽

pp. 800-807 ◽

Cited By ~ 2

Author(s):

A. F. Ronzhin

Keyword(s):

Large Deviation ◽

Statistical Application ◽

Large Deviation Probabilities

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Large deviation probabilities for positive random variables

Proceedings of the American Mathematical Society ◽

10.1090/s0002-9939-1970-0258090-6 ◽

1970 ◽

Vol 24 (2) ◽

pp. 382-382 ◽

Cited By ~ 3

Author(s):

G. R. Andersen

Keyword(s):

Large Deviation ◽

Random Variables ◽

Large Deviation Probabilities

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Large deviation probabilities for certain dependent processes

Journal of Multivariate Analysis ◽

10.1016/0047-259x(81)90081-6 ◽

1981 ◽

Vol 11 (3) ◽

pp. 354-367 ◽

Cited By ~ 2

Author(s):

Kesar Singh

Keyword(s):

Large Deviation ◽

Large Deviation Probabilities ◽

Dependent Processes

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Large deviation probabilities for order statistics

Naval Research Logistics Quarterly ◽

10.1002/nav.3800180411 ◽

1971 ◽

Vol 18 (4) ◽

pp. 521-523 ◽

Cited By ~ 7

Author(s):

Stephen A. Book

Keyword(s):

Order Statistics ◽

Large Deviation ◽

Large Deviation Probabilities

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