Large deviations for estimators of unknown probabilities, with applications in risk theory

DOI10.1016/j.spl.2010.09.013zbMath1206.62161OpenAlexW1972835380MaRDI QIDQ617998

Claudio Macci

Publication date: 14 January 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.09.013

zbMATH Keywords

Brownian motioncompound Poisson processlevel crossing probabilityVaradhan's lemma

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Large deviations (60F10) Estimation in survival analysis and censored data (62N02)

Related Items (2)

Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process ⋮ Extension of some large deviation results for posterior distributions

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