Large deviations and estimation in infinite-dimensional models

DOI10.1016/0167-7152(88)90104-6zbMath0664.62036OpenAlexW1995252908MaRDI QIDQ1115055

S. H. Smith

Publication date: 1988

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(88)90104-6

zbMATH Keywords

semiparametric modelconsistent estimatesKullback-Leibler informationlower boundsexponential rateconsistency ratesasymptotic effective standard deviationBahadur boundsfinite-dimensional submodelvector-valued and infinite-dimensional functionals

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Large deviations (60F10)

Cites Work

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• Information and asymptotic efficiency in parametric-nonparametric models
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• Estimating a distribution function
• Robust location estimates
• On a theorem of Bahadur on the rate of convergence of point estimators
• On the Efficiency of a Class of Non-Parametric Estimates
• Asymptotic minimax theorems for the sample distribution function
• On a Non-Parametric Analogue of the Information Matrix
• Rates of Convergence of Estimates and Test Statistics

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