Large deviations probabilities for a test of symmetry based on kernel density estimator
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References listed on IDEAS
- Veraverbeke, N., 1977. "Asymptotic behaviour of Wiener-Hopf factors of a random walk," Stochastic Processes and their Applications, Elsevier, vol. 5(1), pages 27-37, February.
- Embrechts, Paul & Goldie, Charles M., 1982. "On convolution tails," Stochastic Processes and their Applications, Elsevier, vol. 13(3), pages 263-278, September.
- Sgibnev, M. S., 2001. "Exact asymptotic behaviour of the distribution of the supremum," Statistics & Probability Letters, Elsevier, vol. 52(3), pages 301-311, April.
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- Berrahou, Noureddine, 2008. "Large deviations probabilities for a symmetry test statistic based on delta-sequence density estimation," Statistics & Probability Letters, Elsevier, vol. 78(3), pages 238-248, February.
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KeywordsSymmetry testing Large deviations Rate function Kernel density estimation;
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