Moderate deviation principle for maximum-likelihood estimator
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- Moderate deviations for the maximum likelihood estimator
- Large deviations for \(M\)-estimators
- Moderate deviation principle for maximum likelihood estimator for Markov processes
- Moderate deviations of marginal maximum likelihood estimator for m-dependent processes
- Moderate deviations for \(M\)-estimators
Cites work
- scientific article; zbMATH DE number 3940389 (Why is no real title available?)
- Concentration inequality of maximum likelihood estimator
- Moderate Deviations for I.I.D. Random Variables
- Moderate deviations for the maximum likelihood estimator
- Moderate deviations of maximum likelihood estimator for independent not identically distributed case
- Moderate deviations of minimum contrast estimators under contamination
- Note on the moderate deviation principle of maximum likelihood estimator
- On Bahadur asymptotic efficiency of the maximum likelihood and quasi-maximum likelihood estimators in Gaussian stationary processes
- On large-deviation efficiency in statistical inference
Cited in
(9)- Moderate deviation principle for the error variance estimator in linear models
- Moderate deviations for the maximum likelihood estimator
- Moderate deviation principle for maximum likelihood estimator for Markov processes
- Moderate deviations for \(M\)-estimators
- scientific article; zbMATH DE number 2200902 (Why is no real title available?)
- Moderate deviations of maximum likelihood estimators for truncated and censored data
- Moderate deviations of marginal maximum likelihood estimator for m-dependent processes
- Moderate deviations for estimators under exponentially stochastic differentiability conditions
- Moderate deviations for statistics of Jacobi process
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