Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables
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DOI: 10.1007/s00184-021-00849-8
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- Bruce Jones & Ričardas Zitikis, 2003. "Empirical Estimation of Risk Measures and Related Quantities," North American Actuarial Journal, Taylor & Francis Journals, vol. 7(4), pages 44-54.
- Bryc, Wlodzimierz, 1993. "A remark on the connection between the large deviation principle and the central limit theorem," Statistics & Probability Letters, Elsevier, vol. 18(4), pages 253-256, November.
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Keywords
Large deviations; Moderate deviations; Cumulative entropy; L-statistics;All these keywords.
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