On moderate deviation probabilities of empirical probability measures for contiguous probability measures
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 24, Tome 454 (2016), pp. 112-120
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We study moderate deviation probabilities of empirical measures for contiguous distributions and prove large deviation principle for this setup.
@article{ZNSL_2016_454_a5,
author = {M. S. Ermakov},
title = {On moderate deviation probabilities of empirical probability measures for contiguous probability measures},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {112--120},
publisher = {mathdoc},
volume = {454},
year = {2016},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2016_454_a5/}
}
TY - JOUR AU - M. S. Ermakov TI - On moderate deviation probabilities of empirical probability measures for contiguous probability measures JO - Zapiski Nauchnykh Seminarov POMI PY - 2016 SP - 112 EP - 120 VL - 454 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2016_454_a5/ LA - ru ID - ZNSL_2016_454_a5 ER -
M. S. Ermakov. On moderate deviation probabilities of empirical probability measures for contiguous probability measures. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 24, Tome 454 (2016), pp. 112-120. http://geodesic.mathdoc.fr/item/ZNSL_2016_454_a5/