메뉴 건너뛰기




Volumn 110, Issue 2, 2010, Pages 863-869

Note on the moderate deviation principle of maximum likelihood estimator

Author keywords

Fisher information; Maximum likelihood estimator; Moderate deviations

Indexed keywords

FISHER INFORMATION MATRIX;

EID: 77955419026     PISSN: 01678019     EISSN: 15729036     Source Type: Journal    
DOI: 10.1007/s10440-009-9479-4     Document Type: Article
Times cited : (6)

References (9)
  • 2
    • 0013131318 scopus 로고    scopus 로고
    • Moderate deviations for the maximum likelihood estimator
    • Gao, F.Q.: Moderate deviations for the maximum likelihood estimator. Stat. Probab. Lett. 55, 345-352 (2001)
    • (2001) Stat. Probab. Lett. , vol.55 , pp. 345-352
    • Gao, F.Q.1
  • 4
    • 5244277103 scopus 로고
    • Probability of large deviations for the maximum likelihood estimator
    • Ibragimov, I., Radavicius, M.: Probability of large deviations for the maximum likelihood estimator. Sov. Math. Dokl. 23(2), 403-406 (1981)
    • (1981) Sov. Math. Dokl. , vol.23 , Issue.2 , pp. 403-406
    • Ibragimov, I.1    Radavicius, M.2
  • 5
    • 77955424987 scopus 로고    scopus 로고
    • Large deviation inequalities for mle and bayes estimator in sde with fractional brownian motion
    • Miao, Y., Wang, J.X.: Large deviation inequalities for MLE and Bayes estimator in SDE with fractional Brownian motion. J. Math. (Wuhan) 28(4), 355-361 (2008)
    • (2008) J. Math. (Wuhan) , vol.28 , Issue.4 , pp. 355-361
    • Miao, Y.1    Wang, J.X.2
  • 7
    • 0348088008 scopus 로고    scopus 로고
    • On large-deviation efficiency in statistical inference
    • Puhalskii, A., Spokoiny, V.: On large-deviation efficiency in statistical inference. Bernoulli 4(2), 203-272 (1998)
    • (1998) Bernoulli , vol.4 , Issue.2 , pp. 203-272
    • Puhalskii, A.1    Spokoiny, V.2
  • 8
    • 0042385367 scopus 로고    scopus 로고
    • An introduction to large deviations
    • In: Yan, J.A., Peng, S., Fang, S., Wu, L. (eds.) Press of Sciences of China, Beijing (in Chinese
    • Wu, L.: An introduction to large deviations. In: Yan, J.A., Peng, S., Fang, S., Wu, L. (eds.) Several Topics in Stochastic Analysis, pp. 225-336. Press of Sciences of China, Beijing (1997) (in Chinese)
    • (1997) Several Topics in Stochastic Analysis, pp. , pp. 225-336
    • Wu, L.1
  • 9
    • 33645549267 scopus 로고    scopus 로고
    • Moderate deviations of maximum likelihood estimator for independent not identically distributed case
    • Xiao, Z.H., Liu, L.Q.: Moderate deviations of maximum likelihood estimator for independent not identically distributed case. Stat. Probab. Lett. 76, 1056-1064 (2006)
    • (2006) Stat. Probab. Lett. , vol.76 , pp. 1056-1064
    • Xiao, Z.H.1    Liu, L.Q.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.