Large deviation probabilities for certain nonparametric maximum likelihood estimators

DOI10.1214/AOS/1176347884MaRDI QIDQ2641036zbMATH OpenOpenAlexFDO

Authors Johann Pfanzagl

Publication date 1990

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

Full work available at URL https://doi.org/10.1214/aos/1176347884

zbMATH Keywords

consistencyestimation of mixing distributionslarge deviation probabilitiesnuisance parametersequence of asymptotic maximum likelihood estimatorssieve

Mathematics Subject Classification ID

Large deviations (60F10) Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• scientific article; zbMATH DE number 4032788
• scientific article; zbMATH DE number 16760
• Moderate deviations for the maximum likelihood estimator
• Nonparametric maximum-likelihood estimation of probability measures: existence and consist\-en\-cy
• On Bahadur efficiency and maximum likelihood estimation in general parameter spaces

Cited in

(13)

• On large-deviation efficiency in statistical inference
• Convex models, MLE and misspecification
• One-step minimum Hellinger distance estimation
• Large deviations for M-estimators
• Large deviations for estimators of some threshold parameters
• On the strong consistency of asymptotic M-estimators
• On Bahadur efficiency and maximum likelihood estimation in general parameter spaces
• scientific article; zbMATH DE number 3972022 (Why is no real title available?)
• scientific article; zbMATH DE number 4032788 (Why is no real title available?)
• scientific article; zbMATH DE number 16760 (Why is no real title available?)
• Asymptotic Probabilities of Over-estimating and Under-estimating the Order of a Model in General Regular Families
• Approximation by log-concave distributions, with applications to regression
• Comparison of nonparametric methods in nonlinear mixed effects models

This page was built for publication: Large deviation probabilities for certain nonparametric maximum likelihood estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2641036)