Large deviations for exchangeable observations with applications
We first prove some large deviation results for a mixture of i.i.d. random variables. Compared with most of the known results in the literature, our results are built on relaxing some restrictive conditions that may not be easy to be checked in certain typical cases. The main feature in our main res...
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| Format: | Article |
| Language: | English |
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Wiley
2004-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/S0161171204301444 |
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| _version_ | 1850159823649243136 |
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| author | Jinwen Chen |
| author_facet | Jinwen Chen |
| author_sort | Jinwen Chen |
| collection | DOAJ |
| description | We first prove some large deviation results for a mixture of i.i.d. random variables. Compared with most of the known results in the literature, our results are built on relaxing some restrictive conditions that may not be easy to be checked in certain typical cases. The main feature in our main results is that we require little knowledge of (continuity of) the component measures and/or of the compactness of the support of the mixing measure. Instead, we pose certain moment conditions, which may be more practical in applications. We then use the large deviation approach to study the problem of estimating the component and the mixing measures. |
| format | Article |
| id | doaj-art-b5cc4c985d4049ef8ceecd80f4e69231 |
| institution | OA Journals |
| issn | 0161-1712 1687-0425 |
| language | English |
| publishDate | 2004-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | International Journal of Mathematics and Mathematical Sciences |
| spelling | doaj-art-b5cc4c985d4049ef8ceecd80f4e692312025-08-20T02:23:23ZengWileyInternational Journal of Mathematics and Mathematical Sciences0161-17121687-04252004-01-012004552947295810.1155/S0161171204301444Large deviations for exchangeable observations with applicationsJinwen Chen0Department of Mathematical Sciences, Tsinghua University, Beijing 100084, ChinaWe first prove some large deviation results for a mixture of i.i.d. random variables. Compared with most of the known results in the literature, our results are built on relaxing some restrictive conditions that may not be easy to be checked in certain typical cases. The main feature in our main results is that we require little knowledge of (continuity of) the component measures and/or of the compactness of the support of the mixing measure. Instead, we pose certain moment conditions, which may be more practical in applications. We then use the large deviation approach to study the problem of estimating the component and the mixing measures.http://dx.doi.org/10.1155/S0161171204301444 |
| spellingShingle | Jinwen Chen Large deviations for exchangeable observations with applications International Journal of Mathematics and Mathematical Sciences |
| title | Large deviations for exchangeable observations with applications |
| title_full | Large deviations for exchangeable observations with applications |
| title_fullStr | Large deviations for exchangeable observations with applications |
| title_full_unstemmed | Large deviations for exchangeable observations with applications |
| title_short | Large deviations for exchangeable observations with applications |
| title_sort | large deviations for exchangeable observations with applications |
| url | http://dx.doi.org/10.1155/S0161171204301444 |
| work_keys_str_mv | AT jinwenchen largedeviationsforexchangeableobservationswithapplications |