Large deviations of estimators

DOI10.1214/aos/1176349944zbMath0603.62028OpenAlexW2018961610MaRDI QIDQ1082733

Wilbert C. M. Kallenberg, A. D. M. Kester

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1214/aos/1176349944

zbMATH Keywords

M-estimatorslarge deviationsmaximum likelihood estimatorlocation parameterequivariant estimatorsconvex exponential familiesinaccuracy rate optimalTail-behaviourtranslation equivariance

Mathematics Subject Classification ID

Point estimation (62F10) Large deviations (60F10)

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