Large deviations for estimators of some threshold parameters

DOI10.1007/S10260-009-0119-YMaRDI QIDQ257485zbMATHOpenAlexFDO

Authors Claudio Macci

Publication date 17 March 2016

Published in Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10260-009-0119-y

zbMATH Keywords

large deviationsmaximum likelihood estimatorsnatural exponential familiesposterior distributions

Mathematics Subject Classification ID

Point estimation (62F10)

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Cites work

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• A large-deviation principle for Dirichlet posteriors
• An inverse of Sanov's theorem
• Censored Exponential Data: Large Deviations for MLEs and Posterior Distributions
• The exponential rates of convergence of posterior distributions

Cited in

(14)

• Large deviations for \(M\)-estimators
• Large deviations for estimators of unknown probabilities, with applications in risk theory
• Optimal third root asymptotic bounds in the statistical estimation of thresholds
• Some examples of noncentral moderate deviations for sequences of real random variables
• Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process
• An inverse Sanov theorem for exponential families
• Large deviation principles for sequences of maxima and minima
• Large deviations for proportions of observations which fall in random sets determined by order statistics
• Extension of some large deviation results for posterior distributions
• Large deviations for M-estimators
• Censored Exponential Data: Large Deviations for MLEs and Posterior Distributions
• Large deviations for Bayesian estimators in first-order autoregressive processes
• Large deviations for method-of-quantiles estimators of one-dimensional parameters
• Likelihood-Based Inference in Some Continuous Exponential Families With Unknown Threshold Parameters

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