Convergence rates of large deviations probabilities for point estimators

DOI10.1016/0167-7152(83)90030-5zbMath0526.62025OpenAlexW2076987019MaRDI QIDQ594497

Andrew. L. Rukhin, Herman Rubin

Publication date: 1983

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(83)90030-5

zbMATH Keywords

M-estimatorsChernoff functionconvergence rates of large deviationslarge deviations probabilitiesminimum contrast estimators

Mathematics Subject Classification ID

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

Related Items (6)

On large deviation expansion of distribution of maximum likelihood estimator and its application in large sample estimation ⋮ Local rates of convergence for consistent estimators of location of translation families ⋮ Optimal convergence rates and asymptotic efficiency of point estimators under truncated distribution families ⋮ Limit theorems for deviation means of independent and identically distributed random variables ⋮ On the maximum-likelihood estimator for the location parameter of a cauchy distribution ⋮ Large deviations for M-estimators

Cites Work

• The rate of convergence of consistent point estimators
• On the measurability and consistency of minimum contrast estimates
• On a theorem of Bahadur on the rate of convergence of point estimators
• Rates of Convergence of Estimates and Test Statistics
• Note on the Consistency of the Maximum Likelihood Estimate
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
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