scientific article; zbMATH DE number 16760

MaRDI QIDQ3973445zbMATH OpenFDO

Authors Kacha Dzhaparidze, Esko Valkeila

Publication date 26 June 1992

zbMATH Keywords

large deviation probabilitiesmaximum likelihood estimator

Mathematics Subject Classification ID

Large deviations (60F10) Point estimation (62F10)

Review text

[For the entire collection see Zbl 0725.00013.] The main result of the paper is a theorem on large deviation probabilities of the maximum likelihood estimator on an unknown parameter from its ``true value. The proof is essentially reduced to verifying the conditions of a version of Theorem I.5.1 of \textit{I. A. Ibragimov} and \textit{R. Z. Khas'minskij}, Statistical estimation: Asymptotic theory (1981; Zbl 0467.62026).

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