On large deviation expansion of distribution of maximum likelihood estimator and its application in large sample estimation
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Publication:1335352
DOI10.1007/BF00773350zbMath0799.62021MaRDI QIDQ1335352
James C. Fu, Gang Li, D. L. C. Zhao
Publication date: 4 October 1994
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
tail probability; asymptotic expansion; maximum likelihood estimator; exponential rate; examples; likelihood principle; large deviation expansion; large sample case
62F12: Asymptotic properties of parametric estimators
62E20: Asymptotic distribution theory in statistics
62F10: Point estimation
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