Sharp deviation bounds for quadratic forms
نویسندگان
چکیده
منابع مشابه
Sharp Large Deviations for Gaussian Quadratic Forms with Applications
Under regularity assumptions, we establish a sharp large deviation principle for Hermitian quadratic forms of stationary Gaussian processes. Our result is similar to the well-known Bahadur-Rao theorem [2] on the sample mean. We also provide several examples of application such as the sharp large deviation properties of the Neyman-Pearson likelihood ratio test, of the sum of squares, of the Yule...
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ژورنال
عنوان ژورنال: Mathematical Methods of Statistics
سال: 2013
ISSN: 1066-5307,1934-8045
DOI: 10.3103/s1066530713020026