Limiting values of large deviation probabilities of quadratic statistics
Jeurnink, G.A.M. and Kallenberg, W.C.M. (1990) Limiting values of large deviation probabilities of quadratic statistics. Journal of Multivariate Analysis, 35 (2). pp. 168185. ISSN 0047259X

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Abstract:  Application of exact Bahadur efficiencies in testing theory or exact inaccuracy rates in estimation theory needs evaluation of large deviation probabilities. Because of the complexity of the expressions, frequently a local limit of the nonlocal measure is considered. Local limits of large deviation probabilities of general quadratic statistics are obtained by relating them to large deviation probabilities of sums of kdimensional random vectors. The results are applied, e.g., to generalized Cramérvon Mises statistics, including the AndersonDarling statistic, Neyman's smooth tests, and likelihood ratio tests. 
Item Type:  Article 
Copyright:  © 1990 Elsevier 
Faculty:  Electrical Engineering, Mathematics and Computer Science (EEMCS) 
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Link to this item:  http://purl.utwente.nl/publications/70633 
Official URL:  http://dx.doi.org/10.1016/0047259X(90)90023B 
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