Add to ORKGIn this paper, we obtain a moderate deviation result for the maximum likelihood estimator under certain regular conditions. Two examples of non-regular cases are studied.The maximum likelihood estimator Large deviations Moderate deviations
31 pagesIn this paper, we prove large deviations principle for the Nadaraya-Watson estimator and for...
In this paper, we consider a class of statistical models with a real-valued threshold parameter, wh...
In this paper, we consider a class of statistical models with a real-valued threshold parameter, wh...
General sucient conditions for the moderate deviations of M{estimators are pre-sented. These results...
Since statistical models are simplifications of reality, it is important in estimation theory to stu...
The known central limit result for broad classes of M-estimators is refined to moderate and large de...
Abstract: We consider parametric models, not necessarily i.i.d, whose distribu-tions depend on a par...
This paper studies moderate deviation behaviors of the generalized method of moments and generalized...
AbstractThis paper studies moderate deviation behaviors of the generalized method of moments and gen...
We indicate new simple assignments of the lower bounds for the probabilities of the moderate and Cra...
We study moderate deviations for maximum likelihood estimators of parameters in generalized squared ...
Strong moderate deviation theorems are concerned with relative errors in the tails caused by replaci...
Since statistical models are simplifications of reality, it is important in estimation theory to stu...
Since statistical models are simplifications of reality, it is important in estimation theory to stu...
31 pagesIn this paper, we prove large deviations principle for the Nadaraya-Watson estimator and for...
31 pagesIn this paper, we prove large deviations principle for the Nadaraya-Watson estimator and for...
In this paper, we consider a class of statistical models with a real-valued threshold parameter, wh...
In this paper, we consider a class of statistical models with a real-valued threshold parameter, wh...
General sucient conditions for the moderate deviations of M{estimators are pre-sented. These results...
Since statistical models are simplifications of reality, it is important in estimation theory to stu...
The known central limit result for broad classes of M-estimators is refined to moderate and large de...
Abstract: We consider parametric models, not necessarily i.i.d, whose distribu-tions depend on a par...
This paper studies moderate deviation behaviors of the generalized method of moments and generalized...
AbstractThis paper studies moderate deviation behaviors of the generalized method of moments and gen...
We indicate new simple assignments of the lower bounds for the probabilities of the moderate and Cra...
We study moderate deviations for maximum likelihood estimators of parameters in generalized squared ...
Strong moderate deviation theorems are concerned with relative errors in the tails caused by replaci...
Since statistical models are simplifications of reality, it is important in estimation theory to stu...
Since statistical models are simplifications of reality, it is important in estimation theory to stu...
31 pagesIn this paper, we prove large deviations principle for the Nadaraya-Watson estimator and for...
31 pagesIn this paper, we prove large deviations principle for the Nadaraya-Watson estimator and for...
In this paper, we consider a class of statistical models with a real-valued threshold parameter, wh...
In this paper, we consider a class of statistical models with a real-valued threshold parameter, wh...