Large deviations of L1-error of empirical measures on partitions
AbstractWe obtain a Chernoff-type large deviation result for the L1-error of empirical measure on partitions. As a corollary, large deviation asymptotics for the L1-error of the histogram density estimator is derived. Applications to Bahadur efficiencies of goodness-of-fit tests and Bahadur exact slopes of these statistics are discussed.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 69 (2004)
Issue (Month): 4 (October)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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