On large-deviation ef®ciency in statistical inference

Bernoulli

Volumn 4, Issue 2, 1998, Pages 203-272

  Puhalskii, Anatolii ^a   Spokoiny, Vladimir ^b  

^a INSTITUTE FOR INFORMATION TRANSMISSION PROBLEMS   (Russian Federation)

^b Weierstra Institute for Applied Analysis and Stochastics   (Germany)

Author keywords

Bahadur effciency; Chernoff's function; large deviation effciency; large deviation principle; minimax risk; statistical experiments

Indexed keywords

EID: 0348088008     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318751     Document Type: Article

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