Probabilities of large and moderate deviations for maximum likelihood estimates

DOI10.1007/BF01084799MaRDI QIDQ797240zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• scientific article; zbMATH DE number 3518027 (Why is no real title available?)
• scientific article; zbMATH DE number 3237457 (Why is no real title available?)
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• On Probabilities of Large Deviations for Sums of Independent Random Variables

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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