Exact and Asymptotic Distribution of the Local Score of One i.i.d. Random Sequence.
Sabine MercierDominique CellierFrançois CharlotJean-Jacques DaudinPublished in: JOBIM (2000)
Keyphrases
- uniformly distributed
- pseudorandom
- random number
- random numbers
- heavy tailed
- laplace transform
- marginal likelihood
- data distribution
- large deviations
- pairwise
- score distributions
- independent and identically distributed
- asymptotically optimal
- worst case
- machine learning
- random variables
- maximum likelihood
- probability distribution
- central limit theorem
- hazard rate