On large deviation expansion of distribution of maximum likelihood estimator and its application in large sample estimation

DOI10.1007/BF00773350zbMath0799.62021MaRDI QIDQ1335352

Gang Li, D. L. C. Zhao, James C. Fu

Publication date: 4 October 1994

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

tail probabilityasymptotic expansionmaximum likelihood estimatorexponential rateexampleslikelihood principlelarge deviation expansionlarge sample case

Mathematics Subject Classification ID

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

Related Items

Moderate deviations for the maximum likelihood estimator ⋮ Optimal convergence rates and asymptotic efficiency of point estimators under truncated distribution families ⋮ Efficiency and superefficiency in one-parameter two-sided truncated distribution families ⋮ Sharp large deviation results for sums of independent random variables ⋮ Approximating the extreme right-hand tail probability for the distribution of the number of patterns in a sequence of multi-state trials ⋮ Large deviations for M-estimators ⋮ Online Risk Monitoring Using Offline Simulation

Cites Work

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