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scientific article; zbMATH DE number 16760
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scientific article; zbMATH DE number 16760 |
Statements
26 June 1992
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large deviation probabilities
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maximum likelihood estimator
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0.8215464949607849
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0.8064640164375305
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[For the entire collection see Zbl 0725.00013.] The main result of the paper is a theorem on large deviation probabilities of the maximum likelihood estimator on an unknown parameter from its ``true'' value. The proof is essentially reduced to verifying the conditions of a version of Theorem I.5.1 of \textit{I. A. Ibragimov} and \textit{R. Z. Khas'minskij}, Statistical estimation: Asymptotic theory (1981; Zbl 0467.62026).
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