Moderate deviations for the maximum likelihood estimator
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference6 articles.
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2. Optimal convergence rates and asymptotic efficiency of point estimators under truncated distribution families;Chen;Statist. Probab. Lett.,1996
3. On a theorem of Bahadur on the rate of convergence of point estimators;Fu;Ann. Math. Statist.,1973
4. Large sample point estimation: a large deviation theory approach;Fu;Ann. Math. Statist.,1982
5. On large deviation expansion of distribution of MLE and its application;Fu;Ann. Inst. Statist. Math.,1993
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