Large deviations for estimators of some threshold parameters

DOI10.1007/s10260-009-0119-yzbMath1332.62076OpenAlexW2047870870MaRDI QIDQ257485

Claudio Macci

Publication date: 17 March 2016

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-009-0119-y

zbMATH Keywords

large deviationsposterior distributionsmaximum likelihood estimatorsnatural exponential families

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (5)

Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process ⋮ Large deviations for estimators of unknown probabilities, with applications in risk theory ⋮ Some examples of noncentral moderate deviations for sequences of real random variables ⋮ Large Deviation Principles for Sequences of Maxima and Minima ⋮ Large deviations for proportions of observations which fall in random sets determined by order statistics

Cites Work

• The exponential rates of convergence of posterior distributions
• An inverse of Sanov's theorem
• Censored Exponential Data: Large Deviations for MLEs and Posterior Distributions
• A large-deviation principle for Dirichlet posteriors
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