Discrimination distance bounds and statistical applications

DOI10.1007/BF01208258zbMath0685.60040OpenAlexW1990562626MaRDI QIDQ1826204

Marek Kanter

Publication date: 1990

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01208258

zbMATH Keywords

rate of convergencetail behaviordomain of attractionstable lawKullback-Leibler discrimination distance

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Homogeneous complex manifolds (32M10) Continuity and singularity of induced measures (60G30)

Cites Work

• Asymptotic methods in statistical decision theory
• Limit theory for the sample covariance and correlation functions of moving averages
• Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
• On criteria for c_n-consistency of estimators
• Regression and autoregression with infinite variance
• Autoregressive processes with infinite variance
• Contiguity of Probability Measures
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