Moderate deviations of maximum likelihood estimator for independent not identically distributed case

Statistics and Probability Letters

Volumn 76, Issue 10, 2006, Pages 1056-1064

  Xiao, Zhihong ^a,b   Liu, Luqin ^a  

^a WUHAN UNIVERSITY   (China)

^b HUAZHONG AGRICULTURAL UNIVERSITY   (China)

Author keywords

Fisher information; Maximum likelihood estimator; Moderate deviations

Indexed keywords

EID: 33645549267     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2005.12.003     Document Type: Article

References (8)

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4. A.B. Hoadley Asymptotic properties of maximum estimators for the independent not identically distributed case Ann. Math. Statist. 42 1971 1977-1991
5. M. Loève Probability Theory I 1977 Springer New York
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8. Stout F. William Almost Sure Convergence 1974 Academic Press New York