scientific article; zbMATH DE number 3990615

zbMATH Open0612.62038MaRDI QIDQ3753275FDOQ3753275

Authors: Wilbert C. M. Kallenberg, Jana Jurečková 

Publication date: 1987

Title of this publication is not available (Why is that?)

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• Asymptotic optimality of estimator sequences: ``Pointwise versus ``locally uniform

zbMATH Keywords

large deviationsM-estimatorsasymptotic varianceBahadur efficiencyPitman efficiencyinaccuracy rateeffective variance

Mathematics Subject Classification ID

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

Cited In (10)

• Title not available (Why is that?)
• Rates of convergence for the empirical distribution function and the empirical characteristic function of a broad class of linear processes
• Moderate and Cramér-type large deviation theorems for M-estimators
• Large deviations of estimators
• Second-order asymptotics for the number of times an estimator is more than \(\varepsilon\) from its target value
• Asymptotic optimality of estimator sequences: ``Pointwise versus ``locally uniform
• Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution
• On local and nonlocal measures of efficiency
• A relation between the Chernoff index and the Pitman efficacy
• Limiting values of large deviation probabilities of quadratic statistics

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