DOMINATING POINTS AND LARGE DEVIATIONS FOR RANDOM VECTORS

Authors
EINMAHL U KUELBS J
Citation
U. Einmahl et J. Kuelbs, DOMINATING POINTS AND LARGE DEVIATIONS FOR RANDOM VECTORS, Probability theory and related fields, 105(4), 1996, pp. 529-543
Citations number
12
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Probability theory and related fields → ACNP
ISSN journal
01788051
Volume
105
Issue
4
Year of publication
1996
Pages
529 - 543
Database
ISI
SICI code
0178-8051(1996)105:4<529:DPALDF>2.0.ZU;2-N
Abstract
We establish a representation formula useful for obtaining precise lar ge deviation probabilities for convex open subsets of a Banach space. These estimates are based on the existence of dominating points in thi s setting.