On semiparametric statistical inferences in the moderate deviation zone

DOI10.1007/S10958-008-9104-5zbMATH Open1288.62023OpenAlexW2038818891MaRDI QIDQ2451256FDOQ2451256

Mikhail Sergeevich Ermakov

Publication date: 3 June 2014

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-008-9104-5

Recommendations

• On Asymptotically Efficient Statistical Inference for Moderate Deviation Probabilities
• Semiparametric inference based on a class of zero-altered distributions
• Moderate deviations for some nonparametric estimators with errors in variables
• Moderate deviations and nonparametric inference for monotone functions
• Some developments in semiparametric statistics
• Moderate deviations of generalized method of moments and empirical likelihood estimators
• Moderate deviations for \(M\)-estimators
• On semiparametric inference for periodically modulated density functions
• Moderate deviations for a class of L-statistics

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Asymptotic properties of nonparametric inference (62G20) Large deviations (60F10)

Cites Work

• Asymptotic Statistics
• The Efficiency of Some Nonparametric Competitors of the $t$-Test
• Title not available (Why is that?)
• Asymptotic methods in statistical decision theory
• Geometrizing rates of convergence. II
• On differentiable functionals
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• Inference for semiparametric models: Some questions and an answer. (With comments)
• A condition under which the Pitman and Bahadur approaches to efficiency coincide
• Intermediate efficiency, theory and examples
• Title not available (Why is that?)
• On Asymptotically Efficient Statistical Inference for Moderate Deviation Probabilities
• Asymptotically normal families of distributions and efficient estimation
• On Large and Superlarge Deviations of Sums of Independent Random Vectors Under Cramér's Condition. II
• Large deviations for empirical measures and statistical tests
• On the relation between Hodges‐Lehmann efficiency and Pitman efficiency
• Title not available (Why is that?)
• A relation between the Chernoff index and the Pitman efficacy
• On asymptotic minimaxity of rank tests

Cited In (4)

• Delta method in large deviations and moderate deviations for estimators
• On Asymptotically Efficient Statistical Inference for Moderate Deviation Probabilities
• The sharp lower bound of asymptotic efficiency of estimators in the zone of moderate deviation probabilities
• On accuracy of Gaussian approximation in Bayesian semiparametric problems

This page was built for publication: On semiparametric statistical inferences in the moderate deviation zone

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2451256)