Moderate deviations of maximum likelihood estimator for independent not identically distributed case

DOI10.1016/J.SPL.2005.12.003zbMath1137.62316OpenAlexW1982637471MaRDI QIDQ2493876

Zhihong Xiao, Lu-qin Liu

Publication date: 16 June 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.12.003

zbMATH Keywords

Fisher informationmaximum likelihood estimatormoderate deviations

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Large deviations (60F10)

Related Items (5)

Moderate deviation principle for maximum-likelihood estimator ⋮ Moderate deviation principle for maximum likelihood estimator for Markov processes ⋮ Note on the moderate deviation principle of maximum likelihood estimator ⋮ Concentration inequality of maximum likelihood estimator ⋮ Laws of the Iterated Logarithm and a Moderate Deviation of MLE for the Proportional Hazards Model with Incomplete Information

Cites Work

• Moderate deviations for the maximum likelihood estimator
• Estimation in a random censoring model with incomplete information: exponential lifetime distribution
• Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case
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