Sanov Property, Generalized $I$-Projection and a Conditional Limit Theorem
Work
Year: 1984
Type: article
Abstract: Known results on the asymptotic behavior of the probability that the empirical distribution $\hat P_n$ of an i.i.d. sample $X_1, \cdots, X_n$ belongs to a given convex set $\Pi$ of probability measure... more
Source: The Annals of Probability
Author Imre Csiszár
Cites:
Cited by: 347
Related to: 10
FWCI: 3.645
Citation percentile (by year/subfield): 98.23
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze