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A large deviation approach to normality testing.

José F. SigutJosé D. PiñeiroLorenzo Moreno RuizJ. I. EstévezRosa María AguilarRoberto L. Marichal
Published in: Comput. Stat. Data Anal. (2005)
Keyphrases
  • large deviations
  • state dependent
  • queue length
  • heavy tailed
  • importance sampling
  • mathematical programming
  • normal distribution
  • machine learning
  • lower bound
  • asymptotically optimal
  • markov processes
  • queueing systems