Large deviations for kernel-type empirical distributions
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- 作者：Shikimi ; Takuhisa
- 关键词：Large deviations ; Kernel-type empirical distributions ; Sanov's theorem
- 刊名：Statistics and Probability Letters
- 出版年：2002
- 出版时间：August 15, 2002
- 年：2002
- 卷：59
- 期：1
- 页码：23-28
- 全文大小：96.4 K
文摘
We prove a large deviation principle for kernel-type empirical distributions. We introduce a metric in the space of distributions on R<sup>dsup> so as to give a simple proof of the principle of large deviation. As an application, we show a smoothed version of the Dvoretzky–Kiefer–Wolfowitz inequality.