Note on the moderate deviation principle of maximum likelihood estimator

DOI10.1007/S10440-009-9479-4zbMATH Open1186.62033OpenAlexW2041356836MaRDI QIDQ970485FDOQ970485

Ying-Xia Chen, Yu Miao

Publication date: 19 May 2010

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10440-009-9479-4

zbMATH Keywords

maximum likelihood estimatormoderate deviationsFisher information

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• On large-deviation efficiency in statistical inference
• Moderate deviations for the maximum likelihood estimator
• Moderate deviations of maximum likelihood estimator for independent not identically distributed case
• Concentration inequality of maximum likelihood estimator
• Large deviation inequalities for the MLE and Bayes estimator in SDEs with fractional Brownian motion

Cited In (6)

• Moderate deviation principle for maximum likelihood estimator for Markov processes
• Convergence rate for LS estimator in simple linear EV regression models
• Some limit behaviors for the LS estimator in simple linear EV regression models
• Moderate deviation principle for maximum-likelihood estimator
• Moderate deviations of marginal maximum likelihood estimator for \(m\)-dependent processes
• Concentration inequality of maximum likelihood estimator

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