Moderate deviations for the maximum likelihood estimator

被引：25

作者：

Gao, FQ ^{[1
]}

机构：

[1] Hubei Univ, Dept Math, Wuhan 430062, Peoples R China

来源：

STATISTICS & PROBABILITY LETTERS | 2001年 / 55卷 / 04期

基金：

中国国家自然科学基金;

关键词：

the maximum likelihood estimator; large deviations; moderate deviations;

D O I：

10.1016/S0167-7152(01)00023-2

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In 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. (C) 2001 Elsevier Science B.V. All rights reserved.

引用

页码：345 / 352

页数：8

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