On lower bounds of moderate large deviations of tests and estimators

DOI10.1007/BF02363260zbMATH Open0898.62033OpenAlexW1963789212MaRDI QIDQ677237FDOQ677237

Mikhail Sergeevich Ermakov

Publication date: 11 September 1997

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02363260

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zbMATH Keywords

Cramer type large deviationsmoderate large deviations

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Large deviations (60F10) Asymptotic properties of parametric tests (62F05)

Cites Work

• Generalization of a Probability Limit Theorem of Cramer
• Intermediate efficiency, theory and examples
• Title not available (Why is that?)
• On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates
• On probabilities of excessive deviations for Kolmogorov-Smirnov, Cramér-von Mises and chi-square statistics
• Strong moderate deviation theorems
• Large deviations for empirical measures and statistical tests
• Title not available (Why is that?)

Cited In (2)

• Title not available (Why is that?)
• On Bounds for Moderate Deviations for Student's Statistic

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