The rate of convergence of consistent point estimators

DOI10.1214/AOS/1176343013MaRDI QIDQ1216121zbMATH OpenOpenAlexFDO

Authors James C. Fu

Publication date 1975

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176343013

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

Cited in

(14)

• Large deviations and estimation in infinite-dimensional models
• Finite sample tail behaviour of hodges-lehmann type estimators
• Applications of large deviations to optimal experimental designs
• Convergence rates of large deviations probabilities for point estimators
• Inaccuracy rates and Hodges-Lehmann large deviation rates for parametric inferences with nuisance parameters
• An Asymptotic Expansion of a Beta-Type Integral and its Application to Probabilities of Large Deviations
• Large deviations for M-estimators
• A large deviation result for the difference in sample medians
• On exponential rates of likelihood ratio estimators for location parameters
• Finite sample tail behavior of multivariate location estimators
• Characterization of distributions by the local asymptotic optimality property of test statistics
• On a fundamental optimality of the maximum likelihood estimator
• Optimal convergence rates and asymptotic efficiency of point estimators under truncated distribution families
• On large deviation expansion of distribution of maximum likelihood estimator and its application in large sample estimation

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