The rate of convergence of consistent point estimators

DOI10.1214/aos/1176343013zbMath0303.62020OpenAlexW2049218363MaRDI QIDQ1216121

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

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

Related Items (14)

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

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