Local rates of convergence for consistent estimators of location of translation families

DOI10.2307/3314954zbMath0587.62061OpenAlexW2133210588MaRDI QIDQ3713347

Günter M. T. Weiss

Publication date: 1985

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3314954

zbMATH Keywords

tail probabilityTaylor series expansionslocation parametertranslation familieslocal behaviourasymptotic performanceconsistent estimatorsone-sample problemBahadur boundlikelihood-ratio statisticlarge-deviationexponential rate of convergence to zeromaximum- likelihood estimatorprobability-ratio estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Comments on ``A new theoretical and algorithmical basis for estimation, identification and control by P. Kovanic

Cites Work

• Convergence rates of large deviations probabilities for point estimators
• Large sample point estimation: A large deviation theory approach
• Defining the curvature of a statistical problem (with applications to second order efficiency)
• Estimates of location: a large deviation comparison
• On a theorem of Bahadur on the rate of convergence of point estimators
• Robust confidence limits

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