We prove large and moderate deviations for two sequences of estimators based on the order statistics and, more precisely, on spacings. In the first case we deal with runs, and we have sums of independent Bernoulli distributed random variables. In the second case we deal with empirical cumulative entropies, and we have linear combinations of independent exponentially distributed random variables

Giuliano, R., Macci, C., Pacchiarotti, B. (2015). Asymptotic results for runs and empirical cumulative entropies. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 157-158, 77-89 [10.1016/j.jspi.2014.10.001].

Asymptotic results for runs and empirical cumulative entropies

MACCI, CLAUDIO;PACCHIAROTTI, BARBARA
2015-01-01

Abstract

We prove large and moderate deviations for two sequences of estimators based on the order statistics and, more precisely, on spacings. In the first case we deal with runs, and we have sums of independent Bernoulli distributed random variables. In the second case we deal with empirical cumulative entropies, and we have linear combinations of independent exponentially distributed random variables
2015
Pubblicato
Rilevanza internazionale
Articolo
Esperti anonimi
Settore MAT/06 - PROBABILITA' E STATISTICA MATEMATICA
English
large deviations; moderate deviations; order statistics; spacings
Giuliano, R., Macci, C., Pacchiarotti, B. (2015). Asymptotic results for runs and empirical cumulative entropies. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 157-158, 77-89 [10.1016/j.jspi.2014.10.001].
Giuliano, R; Macci, C; Pacchiarotti, B
Articolo su rivista
File in questo prodotto:
File Dimensione Formato  
2015GiulianoMacciPacchiarottiJSPI.pdf

solo utenti autorizzati

Tipologia: Versione Editoriale (PDF)
Licenza: Copyright dell'editore
Dimensione 573.69 kB
Formato Adobe PDF
573.69 kB Adobe PDF   Visualizza/Apri   Richiedi una copia

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/98729
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 2
  • ???jsp.display-item.citation.isi??? 2
social impact