Probabilities of large and moderate deviations for maximum likelihood estimates

DOI10.1007/BF01084799zbMATH Open0545.62025OpenAlexW2328783877MaRDI QIDQ797240FDOQ797240

Authors: Marijus Radavičius 

Publication date: 1984

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01084799

zbMATH Keywords

maximum likelihood estimateswhite Gaussian noiseprobabilities of large and moderate deviations

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• Title not available (Why is that?)
• On Probabilities of Large Deviations for Sums of Independent Random Variables
• Title not available (Why is that?)

Cited In (2)

• On the Probabilities of Large Deviations of Chi-square and Log-likelihood Ratio Statistics
• Moderate deviations of marginal maximum likelihood estimator for \(m\)-dependent processes

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