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Published in 2017 at "Metrika"
DOI: 10.1007/s00184-017-0621-4
Abstract: We establish strong large deviation results for an arbitrary sequence of random vectors under some assumptions on the normalized cumulant generating function. In other words, we give asymptotic approximations for a multivariate tail probability of…
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Keywords:
strong large;
large deviation;
deviation results;
multidimensional strong ... See more keywords