Bootstrap of deviation probabilities with applications
نویسندگان
چکیده
منابع مشابه
NSF-CBMS Research Conference Small Deviation Probabilities: Theory and Applications
Ten Lectures on Small Deviation Probabilities: Theorey and Applications Wenbo V. Li (University of Delaware) Lecture 1: Introduction, overview and applications. We first define the small deviation (value) probability in several settings, which basically study the asymptotic rate of approaching zero for rare events that positive random variables take smaller values. Many applications discussed i...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2010
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2010.06.004