Moderate deviations for the maximum likelihood estimator
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Cites work
- Large deviations of estimators
- Large sample point estimation: A large deviation theory approach
- On a theorem of Bahadur on the rate of convergence of point estimators
- On large deviation expansion of distribution of maximum likelihood estimator and its application in large sample estimation
- Optimal convergence rates and asymptotic efficiency of point estimators under truncated distribution families
- Rates of Convergence of Estimates and Test Statistics
Cited in
(23)- Moderate deviation principle for maximum likelihood estimator for Markov processes
- Moderate deviations for estimators under exponentially stochastic differentiability conditions
- Moderate deviations for M-estimators in linear models with -mixing errors
- Moderate deviations for \(M\)-estimators
- Moderate deviations for parameter estimation in some time inhomogeneous diffusions
- Moderate deviations for LS estimator in simple linear EV regression model
- MDP for integral functionals of fast and slow processes with averaging
- Moderate deviations of maximum likelihood estimator for independent not identically distributed case
- Large deviation probabilities for certain nonparametric maximum likelihood estimators
- Moderate deviations for the moment estimators in Rayleigh distribution with two parameters
- Moderate deviation principle for maximum-likelihood estimator
- Moderate deviations of maximum likelihood estimators for truncated and censored data
- Deviation Inequalities for the Estimator of Linear Parameter in Stochastic Processes
- Moderate deviations of marginal maximum likelihood estimator for m-dependent processes
- Moderate deviation principle for the error variance estimator in linear models
- scientific article; zbMATH DE number 2200902 (Why is no real title available?)
- Moderate Deviation for Parameter Estimation in the Rayleigh Diffusion Process
- Delta method in large deviations and moderate deviations for estimators
- Some limit behaviors for the LS estimator in simple linear EV regression models
- Convergence rate for LS estimator in simple linear EV regression models
- Large deviations principle in the M/M/1 queueing system
- Note on the moderate deviation principle of maximum likelihood estimator
- Concentration inequality of maximum likelihood estimator
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