Estimates of location: a large deviation comparison

DOI10.1214/AOS/1176344205MaRDI QIDQ1253069zbMATH OpenOpenAlexFDO

Authors Gerald L. Sievers

Publication date 1978

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

Full work available at URL https://doi.org/10.1214/aos/1176344205

zbMATH Keywords

Asymptotic EfficienciesAsymptotic PerformanceComputational MethodsEstimates of LocationExponential Rate of ConvergenceHodges-Lehmann EstimatesLarge Deviation ComparisonOne-Sample ProblemRank EstimatesTranslation Invariant Estimates

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

Cited in

(13)

• A Bahadur efficiency comparison between one and two sample rank statistics and their sequential rank statistic analogues
• Moderate deviations for M-estimators in linear models with -mixing errors
• Finite sample tail behaviour of hodges-lehmann type estimators
• Inaccuracy rates and Hodges-Lehmann large deviation rates for parametric inferences with nuisance parameters
• A minimaxity criterion in nonparametric regression based on large-deviations probabilities
• Large deviations for M-estimators
• On exponential rates of likelihood ratio estimators for location parameters
• Local rates of convergence for consistent estimators of location of translation families
• Finite sample tail behavior of multivariate location estimators
• Moderate deviations of generalized method of moments and empirical likelihood estimators
• On large deviation expansion of distribution of maximum likelihood estimator and its application in large sample estimation
• Two non-regular extensions of large deviation bound
• Asymptotic properties for M-estimators in linear models with dependent random errors

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