Moderate deviation principle for maximum-likelihood estimator

DOI10.1080/02331888.2013.822501zbMath1326.62056OpenAlexW1976778398MaRDI QIDQ2934821

Yan-Ling Wang, Yu Miao

Publication date: 22 December 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2013.822501

zbMATH Keywords

Fisher informationmaximum-likelihood estimatormoderate deviations

Mathematics Subject Classification ID

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

Related Items (3)

Moderate deviation principle for maximum likelihood estimator for Markov processes ⋮ Moderate deviations for estimators under exponentially stochastic differentiability conditions ⋮ Moderate deviations of marginal maximum likelihood estimator for \(m\)-dependent processes

Cites Work

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• Note on the moderate deviation principle of maximum likelihood estimator
• Concentration inequality of maximum likelihood estimator
• On large-deviation efficiency in statistical inference
• Moderate deviations of minimum contrast estimators under contamination
• Moderate deviations for the maximum likelihood estimator
• On Bahadur asymptotic efficiency of the maximum likelihood and quasi-maximum likelihood estimators in Gaussian stationary processes
• Moderate deviations of maximum likelihood estimator for independent not identically distributed case
• Moderate Deviations for I.I.D. Random Variables

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