Geodesic
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 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice du chapitre de livre

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},
     year = {2016},
     volume = {454},
     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
UR  - http://geodesic.mathdoc.fr/item/ZNSL_2016_454_a5/
LA  - ru
ID  - ZNSL_2016_454_a5
ER  - 
%0 Journal Article
%A M. S. Ermakov
%T On moderate deviation probabilities of empirical probability measures for contiguous probability measures
%J Zapiski Nauchnykh Seminarov POMI
%D 2016
%P 112-120
%V 454
%U http://geodesic.mathdoc.fr/item/ZNSL_2016_454_a5/
%G ru
%F ZNSL_2016_454_a5
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/

[1] M. A. Arcones, “Moderate deviations of empirical processes”, Stochastic Inequalities and Applications, eds. E. Giné, C. Houdré, D. Nualart, Birkhäuser, Boston, 2003, 189–212 | DOI | MR | Zbl

[2] M. A. Arcones, “Moderate deviations for $M$-estimators”, Test, 11 (2002), 465–500 | DOI | MR | Zbl

[3] A. A. Borovkov, A. A. Mogulskii, “O veroyatnostyakh bolshikh uklonenii v topologicheskikh prostranstvakh. II”, Sib. Matem. zhurnal, 21:5 (1980), 12–26 | MR | Zbl

[4] E. Bolthausen, “On the probability of large deviations in Banach spaces”, Ann. Probab., 12 (1984), 427–435 | DOI | MR | Zbl

[5] A. Dembo, O. Zeitouni, Large Deviations Techniques and Applications, Jones and Bartlett, Boston, 1993 | MR | Zbl

[6] P. Eichelsbacher, U. Schmock, “Large deviations of $U$-empirical measures in strong topologies and applications”, Ann. Inst. Henri Poincaré Probab. Statist., 38 (2002), 779–797 | MR | Zbl

[7] P. Eichelsbacher, M. Löwe, “Moderate deviations for i.i.d. random variables”, ESAIM: Probab. Statist., 7 (2003), 207–216 | DOI | MR

[8] M. S. Ermakov, “Importance sampling for simulation of moderate deviation probabilities of statistics”, Statist. Decision, 25 (2007), 265–284 | DOI | MR | Zbl

[9] M. S. Ermakov, “Printsip bolshikh uklonenii dlya veroyatnostei umerennykh uklonenii empiricheskikh butstrap-mer”, Zap. nauchn. semin. POMI, 412, 2013, 138–180 | MR

[10] M. S. Ermakov, “Asimptoticheski effektivnye protsedury metoda suschestvennoi vyborki dlya butstrapa”, Zap. nauchn. semin. POMI, 431, 2014, 82–96 | MR

[11] F. Gao, X. Zhao, “Delta method in large deviations and moderate deviations for estimators”, Ann. Statist., 39 (2011), 1211–1240 | DOI | MR | Zbl

[12] A. W. van der Vaart, J. A. Wellner, Weak Convergence and Empirical Processes with Applications to Statistics, Springer, New York, 1996 | MR | Zbl

[13] L. Wu, “Large deviations, moderate deviations and LIL for empirical processes”, Ann. Probab., 22 (1994), 17–27 | DOI | MR