Large sample point estimation: A large deviation theory approach

consistent estimator maximum likelihood estimator exponential rate of convergence statistical curvature second-order efficiency Bahadur bound bounds on tail probabilities

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Large deviations (60F10) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory of statistical distributions (62E10)

Cited in

(19)

Delta method in large deviations and moderate deviations for estimators
Moderate deviations for the maximum likelihood estimator
Moderate deviations for M-estimators in linear models with -mixing errors
Large deviations and estimation in infinite-dimensional models
On Bahadur asymptotic efficiency of the maximum likelihood and quasi-maximum likelihood estimators in Gaussian stationary processes
On exponential rates of estimators of the parameter in the first-order autoregressive process
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 deviation asymptotics for statistical treatment rules
On exponential rates of likelihood ratio estimators for location parameters
Local rates of convergence for consistent estimators of location of translation families
On the maximum-likelihood estimator for the location parameter of a cauchy distribution
On a fundamental optimality of the maximum likelihood estimator
Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data
The First- and Second-Order Large-Deviation Efficiency for an Exponential Family and Certain Curved Exponential Models
Some Large Deviations Limit Theorems in Conditional Nonparametric Statistics
On large deviation expansion of distribution of maximum likelihood estimator and its application in large sample estimation
Asymptotic properties for M-estimators in linear models with dependent random errors
A note on the interpretation of the Bahadur bound and the rate of convergence of the maximum likelihood estimator

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