On moderate deviation theory in estimation
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Publication:1052003
DOI10.1214/AOS/1176346156zbMATH Open0515.62027OpenAlexW1992915919MaRDI QIDQ1052003FDOQ1052003
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
moderate deviationmaximum likelihood estimatorslocal optimalitycurved exponential familyCramer-type large deviationdouble-exponential familyk-parameter exponential familiesmethod of comparison of estimatorsprobability concentrationsecond order optimal
Cited In (24)
- 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 deviation principle for the 2D stochastic convective Brinkman–Forchheimer equations
- Moderate deviations for M-estimators in linear models with \(\phi\)-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
- 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
- Asymptotic properties for M-estimators in linear models with dependent random errors
- A moderate deviation principle for 2-D stochastic Navier-Stokes equations
- Multidimensional limit theorems for smoothed extreme value estimates of point processes boundaries
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