Inaccuracy rates and Hodges-Lehmann large deviation rates for parametric inferences with nuisance parameters

DOI10.1016/0378-3758(94)00145-LMaRDI QIDQ1907646zbMATH OpenOpenAlexFDO

Authors Antonis Koutsoukos, Eric V. Slud

Publication date 18 September 1996

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(94)00145-l

zbMATH Keywords

empirical measuresexact one-sided inaccuracy ratefixed alternativesimplicit function theoremKullback-Leibler information functionallarge deviation rateleast favorable measuresM-estimatorsmaximum-likelihood estimatorsnuisance parameterscore teststwo-sample problemtype-II error probabilities

Mathematics Subject Classification ID

Large deviations (60F10) Asymptotic properties of parametric tests (62F05) Asymptotic properties of parametric estimators (62F12)

Recommendations

• Large deviations of estimators
• scientific article; zbMATH DE number 3998953
• High dimensional nuisance parameters: an example from parametric survival analysis
• Likelihood functions for inference in the presence of a nuisance parameter
• Parametric estimation. Finite sample theory

Cites work

• Cox's regression model for counting processes: A large sample study
• Estimates of location: a large deviation comparison
• scientific article; zbMATH DE number 3112450 (Why is no real title available?)
• scientific article; zbMATH DE number 3969875 (Why is no real title available?)
• scientific article; zbMATH DE number 4032788 (Why is no real title available?)
• scientific article; zbMATH DE number 3178119 (Why is no real title available?)
• scientific article; zbMATH DE number 3658755 (Why is no real title available?)
• scientific article; zbMATH DE number 3204910 (Why is no real title available?)
• scientific article; zbMATH DE number 3327467 (Why is no real title available?)
• scientific article; zbMATH DE number 3406955 (Why is no real title available?)
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• I-divergence geometry of probability distributions and minimization problems
• Large deviation theorems for empirical probability measures
• Large deviations of estimators
• Large sample point estimation: A large deviation theory approach
• Note on the Consistency of the Maximum Likelihood Estimate
• On local and nonlocal measures of efficiency
• Rates of Convergence of Estimates and Test Statistics
• The Efficiency of Some Nonparametric Competitors of the $t$-Test
• The rate of convergence of consistent point estimators

Cited in

(1)

• High dimensional nuisance parameters: an example from parametric survival analysis

This page was built for publication: Inaccuracy rates and Hodges-Lehmann large deviation rates for parametric inferences with nuisance parameters

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1907646)