On large deviation expansion of distribution of maximum likelihood estimator and its application in large sample estimation
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Publication:1335352
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)
tail probabilityasymptotic expansionmaximum likelihood estimatorexponential rateexampleslikelihood principlelarge deviation expansionlarge sample case
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10)
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