Large deviations of L1-error of empirical measures on partitions

Veronika Esaulova

Statistics & Probability Letters, 2004, vol. 69, issue 4, 439-445

Abstract: We obtain a Chernoff-type large deviation result for the L1-error of empirical measure on partitions. As a corollary, large deviation asymptotics for the L1-error of the histogram density estimator is derived. Applications to Bahadur efficiencies of goodness-of-fit tests and Bahadur exact slopes of these statistics are discussed.

Keywords: Large; deviations; L1-distance; Histogram; density; estimation; Goodness-of-fit; Bahadur; exact; slope (search for similar items in EconPapers)
Date: 2004
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