Concentration inequality of maximum likelihood estimator
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Cites work
- scientific article; zbMATH DE number 3940389 (Why is no real title available?)
- scientific article; zbMATH DE number 4032788 (Why is no real title available?)
- scientific article; zbMATH DE number 3738699 (Why is no real title available?)
- scientific article; zbMATH DE number 3996859 (Why is no real title available?)
- scientific article; zbMATH DE number 1405932 (Why is no real title available?)
- Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
- Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
- Large deviation inequalities for the MLE and Bayes estimator in SDEs with fractional Brownian motion
- Moderate deviations for the maximum likelihood estimator
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- On large-deviation efficiency in statistical inference
- The concentration of measure phenomenon
- Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
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(8)- Functional estimation in log-concave location families
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