Large deviations for weighted empirical mean with outliers
نویسندگان
چکیده
منابع مشابه
Large Deviations for Weighted Empirical Mean with Outliers
We study in this article the large deviations for the weighted empirical mean Ln = 1 n Pn 1 f(x n i ) ·Zi, where (Zi)i∈N is a sequence of R -valued independent and identically distributed random variables with some exponential moments and where the deterministic weights f(xni ) are m× d matrices. Here f is a continuous application defined on a locally compact metric space (X , ρ) and we assume ...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2007
ISSN: 0304-4149
DOI: 10.1016/j.spa.2007.02.001