On large deviation expansion of distribution of maximum likelihood estimator and its application in large sample estimation

DOI10.1007/BF00773350zbMath0799.62021MaRDI QIDQ1335352

James C. Fu, Gang Li, D. L. C. Zhao

Publication date: 4 October 1994

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

tail probability; asymptotic expansion; maximum likelihood estimator; exponential rate; examples; likelihood principle; large deviation expansion; large sample case

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62E20: Asymptotic distribution theory in statistics

62F10: Point estimation

Related Items

Approximating the extreme right-hand tail probability for the distribution of the number of patterns in a sequence of multi-state trials, Sharp large deviation results for sums of independent random variables, Optimal convergence rates and asymptotic efficiency of point estimators under truncated distribution families, Efficiency and superefficiency in one-parameter two-sided truncated distribution families, Moderate deviations for the maximum likelihood estimator, Large deviations for M-estimators

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