Large deviations for subsampling from individual sequences

Amir Dembo and Ofer Zeitouni

Statistics & Probability Letters, 1996, vol. 27, issue 3, 201-205

Abstract: Consider a sequence of m deterministic points in ##R##d, and consider the empirical measure of a random sample (without replacements) of size n = n(m). We prove the large deviation principle and compute the resulting rate function for the latter empirical measure under the assumptions that the empirical measure of the m-sequence converges and that n/m tends to some 0

Keywords: Large; deviations; Sampling; without; replacement; Empirical; measure; Moderate; deviations (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (1)

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