Large Deviations of Divergence Measures on Partitions

نویسندگان

  • Jan Beirlant
  • Luc Devroye
چکیده

We discuss Chernoo-type large deviation results for the total variation , the I-divergence errors, and the 2-divergence errors on partitions. In contrast to the total variation and the I-divergence, the 2-divergence has an unconventional large deviation rate. Applications to Bahadur eeciencies of goodness-of-t tests based on these divergence measures for multivariate observations are given.

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تاریخ انتشار 2000