Moderate deviations for the maximum likelihood estimator

Statistics and Probability Letters

Volumn 55, Issue 4, 2001, Pages 345-352

  Gao, Fuqing ^a  

^a HUBEI UNIVERSITY   (China)

Author keywords

60F10; 62F12; Large deviations; Moderate deviations; The maximum likelihood estimator

Indexed keywords

EID: 0013131318     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(01)00023-2     Document Type: Article

References (6)

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5. Fu J.C., Li G., Zhao L.C. On large deviation expansion of distribution of MLE and its application. Ann. Inst. Statist. Math. 45:1993;477-498.
6. Kester A.D.M., Kallenberg W.C.M. Large deviations of estimations. Ann. Statist. 14:1986;648-664.