Large deviations for weighted empirical mean with outliers

Stochastic Processes and their Applications

Volumn 117, Issue 10, 2007, Pages 1373-1403

  Maida M ^a   Najim, J ^b   Peche S ^c  

^a UNIVERSITÉ PARIS SACLAY   (France)

^b CNRS   (France)

^c INSTITUT FOURIER   (France)

Author keywords

Large deviations; Spherical integrals; Spiked models

Indexed keywords

PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES; STOCHASTIC MODELS;

EMPIRICAL MEANS; EXPONENTIAL MOMENTS; LARGE DEVIATION PRINCIPLES (LDP); LARGE DEVIATIONS;

RANDOM VARIABLES;

EID: 34548279496     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2007.02.001     Document Type: Article

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