RUS  ENG
Full version
JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1979 Volume 85, Pages 175–187 (Mi znsl2961)

This article is cited in 4 papers

Large deviations and asymptotic efficiency of integral type statistics. I

Ya. Yu. Nikitin


Abstract: We obtain rough asymptotics for probabilities of large deviations of $\omega^2$-type integral statistics and their analogues for Poisson sample size. An approach due to Sanov is used so that this asymptotics depend on a solution of some extremal problem. The latter is solved with the aid of bifurcation theory.

UDC: 519.21


 English version:
Journal of Soviet Mathematics, 1982, 20:3, 2224–2231

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024