Inaccuracy rates and Hodges-Lehmann large deviation rates for parametric inferences with nuisance parameters

DOI10.1016/0378-3758(94)00145-LzbMath0845.62021OpenAlexW2075658077MaRDI QIDQ1907646

Antonis Koutsoukos, Eric V. Slud

Publication date: 18 September 1996

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(94)00145-l

zbMATH Keywords

M-estimatorsnuisance parameterscore testsimplicit function theoremtwo-sample problemempirical measureslarge deviation ratemaximum-likelihood estimatorsfixed alternativesexact one-sided inaccuracy rateKullback-Leibler information functionalleast favorable measurestype-II error probabilities

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Large deviations (60F10) Asymptotic properties of parametric tests (62F05)

Cites Work

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• Note on the Consistency of the Maximum Likelihood Estimate

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