Large deviations and estimation in infinite-dimensional models

DOI10.1016/0167-7152(88)90104-6MaRDI QIDQ1115055zbMATH OpenOpenAlexFDO

Authors S. H. Smith

Publication date 1988

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(88)90104-6

zbMATH Keywords

semiparametric modelconsistent estimateslower boundsKullback-Leibler informationconsistency ratesexponential rateasymptotic effective standard deviationBahadur boundsfinite-dimensional submodelvector-valued and infinite-dimensional functionals

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Large deviations (60F10)

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Cites work

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• Large sample point estimation: A large deviation theory approach
• On a Non-Parametric Analogue of the Information Matrix
• On a theorem of Bahadur on the rate of convergence of point estimators
• On adaptive estimation
• On the Efficiency of a Class of Non-Parametric Estimates
• Rates of Convergence of Estimates and Test Statistics
• Robust location estimates
• The rate of convergence of consistent point estimators

Cited in

(4)

• Mathematical Foundations of Infinite-Dimensional Statistical Models
• Statistical inference for infinite-dimensional parameters via asymptotically pivotal estimating functions
• Statistical inference of minimum BD estimators and classifiers for varying-dimensional models
• On large-deviation efficiency in statistical inference

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