Two Non-Regular Extensions of Large Deviation Bound

DOI10.1080/03610920802460761zbMath1318.62077arXivmath/0604197OpenAlexW1986056162MaRDI QIDQ3585246

Masahito Hayashi

Publication date: 19 August 2010

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0604197

zbMATH Keywords

large deviationinterval estimationpoint estimationrelative Rényi entropynon-regular family

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Large deviations (60F10)

Cites Work

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• Two quantum analogues of Fisher information from a large deviation viewpoint of quantum estimation
• Asymptotically Optimal Tests for Multinomial Distributions
• Robust confidence limits
• Rates of Convergence of Estimates and Test Statistics
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations

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