On moderate deviation theory in estimation

DOI10.1214/AOS/1176346156zbMath0515.62027OpenAlexW1992915919MaRDI QIDQ1052003

Wilbert C. M. Kallenberg

Publication date: 1983

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346156

zbMATH Keywords

moderate deviationmaximum likelihood estimatorslocal optimalitycurved exponential familyCramer-type large deviationdouble-exponential familyk-parameter exponential familiesmethod of comparison of estimatorsprobability concentrationsecond order optimal

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Large deviations (60F10)

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