Concentration inequality of maximum likelihood estimator

DOI10.1016/j.aml.2010.06.019zbMath1203.62018MaRDI QIDQ990811

Yu Miao

Publication date: 1 September 2010

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2010.06.019

zbMATH Keywords

MLE; concentration inequality

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F10: Point estimation

62A01: Foundations and philosophical topics in statistics