Moderate deviations of minimum contrast estimators under contamination

DOI10.1214/aos/1056562465zbMath1028.62012OpenAlexW2150848979MaRDI QIDQ1412368

Wilbert C. M. Kallenberg, Tadeusz Inglot

Publication date: 10 November 2003

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

Full work available at URL: https://doi.org/10.1214/aos/1056562465

zbMATH Keywords

robustnessnuisance parametersmoderate deviationsasymptotic optimalitymisspecificationscore functionsalternativesminimum contrast estimatorsmultivariate maximum likelihood estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Large deviations (60F10)

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Cites Work

• On moderate deviation theory in estimation
• Large deviations of estimators
• Moderate and Cramér-type large deviation theorems for M-estimators
• Quick consistency of quasi maximum likelihood estimators
• Exponential inequalities for sums of random vectors
• Large deviation and other results for minimum contrast estimators
• Asymptotic optimality of data-driven Neyman's tests for uniformity
• Data driven smooth tests for composite hypotheses
• Moderate deviations of minimum contrast estimators under contamination
• Intermediate approach to comparison of some goodness-of-fit tests
• The density of multivariate \(M\)-estimates.
• Information criteria for selecting possibly misspecified parametric models
• On Sums of Random Vectors
• Data-Driven Version of Neyman's Smooth Test of Fit
• Data driven smooth tests for composite hypotheses comparison of powers
• Data-Driven Smooth Tests When the Hypothesis Is Composite
• Testing the Fit of a Parametric Function
• Maximum Likelihood Estimation of Misspecified Models
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