Asymptotic and non-asymptotic estimates for multivariate Laplace integrals

2019/02/17 by Maria Rosaria Formica, Formica, Maria Rosaria, Eugeny Ostrovsky +3
Economics, Econometrics and Finance · Decision Sciences · Mathematics · #Stochastic processes and financial applications #Probability and Risk Models #Geometry and complex manifolds

paper · pdf · doi:10.48550/arxiv.1902.06290

Abstract

We derive bilateral asymptotic as well as non-asymptotic estimates for the multivariate Laplace integrals. Possible applications: Tauberian theorems for random vectors.

Citations

• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations

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