On moderate deviation theory in estimation

DOI10.1214/AOS/1176346156MaRDI QIDQ1052003zbMATH OpenOpenAlexFDO

Authors Wilbert C. M. Kallenberg

Publication date 1983

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176346156

zbMATH Keywords

moderate deviationmaximum likelihood estimatorslocal optimalitycurved exponential familyCramer-type large deviationdouble-exponential familyk-parameter exponential familiesmethod of comparison of estimatorsprobability concentrationsecond order optimal

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Large deviations (60F10)

Cited in

(24)

• Multidimensional limit theorems for smoothed extreme value estimates of point processes boundaries
• Smoothed Extreme Value Estimators of Non-Uniform Point Processes Boundaries with Application to Star-Shaped Supports Estimation
• Delta method in large deviations and moderate deviations for estimators
• Moderate deviations for M-estimators in linear models with -mixing errors
• Moderate deviations for stochastic models of two-dimensional second-grade fluids driven by Lévy noise
• Moderate deviations for the Langevin equation with strong damping
• Statistical inference for the intensity in a partially observed jump diffusion
• Moderate deviations for the Langevin equations: Strong damping and fast Markovian switching
• Moderate deviations for stochastic Kuramoto–Sivashinsky equation
• A central limit theorem and moderate deviation principle for the stochastic 2D Oldroyd model of order one
• On an automatic and optimal importance sampling approach with applications in finance
• Moderate deviations for stochastic models of two-dimensional second grade fluids
• Moderate deviations for the kernel mode estimator and some applications
• Moderate deviation principle for the 2D stochastic convective Brinkman-Forchheimer equations
• Importance sampling for stochastic reaction-diffusion equations in the moderate deviation regime
• Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data
• Moderate deviation principle for the two-dimensional stochastic Navier-Stokes equations with anisotropic viscosity
• Moderate deviations for a stochastic heat equation with spatially correlated noise
• Moderate deviations of generalized method of moments and empirical likelihood estimators
• A moderate deviation principle for 2-D stochastic Navier-Stokes equations driven by multiplicative Lévy noises
• Moderate deviations of minimum contrast estimators under contamination
• Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions
• A moderate deviation principle for 2-D stochastic Navier-Stokes equations
• Asymptotic properties for M-estimators in linear models with dependent random errors

This page was built for publication: On moderate deviation theory in estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1052003)