Inaccuracy rates and Hodges-Lehmann large deviation rates for parametric inferences with nuisance parameters (Q1907646)

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scientific article; zbMATH DE number 844176
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    Inaccuracy rates and Hodges-Lehmann large deviation rates for parametric inferences with nuisance parameters
    scientific article; zbMATH DE number 844176

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      Inaccuracy rates and Hodges-Lehmann large deviation rates for parametric inferences with nuisance parameters (English)
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      18 September 1996
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      M-estimators
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      implicit function theorem
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      least favorable measures
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      maximum-likelihood estimators
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      score tests
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      two-sample problem
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      nuisance parameter
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      exact one-sided inaccuracy rate
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      large deviation rate
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      type-II error probabilities
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      fixed alternatives
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      empirical measures
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      Kullback-Leibler information functional
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