Sharp large deviations for Gaussian quadratic forms with applications

Author: Bercu Bernard   Gamboa Fabrice   Lavielle Marc  

Publisher: Edp Sciences

E-ISSN: 1262-3318|4|issue|1-24

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.4, Iss.issue, 2010-03, pp. : 1-24

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Abstract