On exponential rates of likelihood ratio estimators for location parameters

DOI10.1016/0167-7152(85)90034-3zbMath0575.62035OpenAlexW1969027239MaRDI QIDQ1063970

James C. Fu

Publication date: 1985

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(85)90034-3

zbMATH Keywords

boundsmaximum likelihood estimatorconsistent estimatorexponential rateslikelihood ratio estimatorstranslation invariant estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory of statistical distributions (62E10) Admissibility in statistical decision theory (62C15)

Related Items (3)

On large deviation expansion of distribution of maximum likelihood estimator and its application in large sample estimation ⋮ Two Non-Regular Extensions of Large Deviation Bound ⋮ On exponential rates of estimators of the parameter in the first-order autoregressive process

Cites Work

• Large sample point estimation: A large deviation theory approach
• Maximum likelihood and decision theory
• The rate of convergence of consistent point estimators
• Defining the curvature of a statistical problem (with applications to second order efficiency)
• Estimates of location: a large deviation comparison
• On a theorem of Bahadur on the rate of convergence of point estimators
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