Improved Bounds for Equivalence of Bayes and Maximum Likelihood Estimation

DOI10.1137/1122038zbMath0381.62027OpenAlexW1976835451MaRDI QIDQ4162311

Helmut Strasser

Publication date: 1977

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1122038

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (5)

Bounds for the Equivalence of Bayes and Maximum Likelihood Estimators for a Class of Diffusion Processes ⋮ Rate of convergence of predictive distributions for dependent data ⋮ Asymptotic inference for stochastic processes ⋮ The equivalence between (modified) Bayes estimator and maximum likelihood estimator for Markov processes ⋮ A third-order optimum property of the maximum likelihood estimator

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