Sharp large deviations for gaussian quadratic forms with applications
ESAIM: Probability and Statistics, Tome 4 (2000), pp. 1-24
@article{PS_2000__4__1_0,
author = {Bercu, Bernard and Gamboa, Fabrice and Lavielle, Marc},
title = {Sharp large deviations for gaussian quadratic forms with applications},
journal = {ESAIM: Probability and Statistics},
pages = {1--24},
year = {2000},
publisher = {EDP-Sciences},
volume = {4},
mrnumber = {1749403},
zbl = {0939.60013},
language = {en},
url = {http://geodesic.mathdoc.fr/item/PS_2000__4__1_0/}
}
TY - JOUR AU - Bercu, Bernard AU - Gamboa, Fabrice AU - Lavielle, Marc TI - Sharp large deviations for gaussian quadratic forms with applications JO - ESAIM: Probability and Statistics PY - 2000 SP - 1 EP - 24 VL - 4 PB - EDP-Sciences UR - http://geodesic.mathdoc.fr/item/PS_2000__4__1_0/ LA - en ID - PS_2000__4__1_0 ER -
Bercu, Bernard; Gamboa, Fabrice; Lavielle, Marc. Sharp large deviations for gaussian quadratic forms with applications. ESAIM: Probability and Statistics, Tome 4 (2000), pp. 1-24. http://geodesic.mathdoc.fr/item/PS_2000__4__1_0/
