Concentration inequality of maximum likelihood estimator
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Publication:990811
DOI10.1016/J.AML.2010.06.019zbMATH Open1203.62018OpenAlexW1993952293MaRDI QIDQ990811FDOQ990811
Authors: 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
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Cites Work
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- Large deviation inequalities for the MLE and Bayes estimator in SDEs with fractional Brownian motion
Cited In (8)
- Who should get vaccinated? Individualized allocation of vaccines over SIR network
- Some limit behaviors for the LS estimator in simple linear EV regression models
- Functional estimation in log-concave location families
- Concentration inequalities of MLE and robust MLE
- Moderate deviation principle for maximum-likelihood estimator
- Moderate deviations of marginal maximum likelihood estimator for \(m\)-dependent processes
- Robust and sparse Gaussian graphical modelling under cell-wise contamination
- Note on the moderate deviation principle of maximum likelihood estimator
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