Convergence rates of large deviations probabilities for point estimators
AbstractThe convergence rates of large deviations probabilities are determined for a class of estimators of a real parameter. We also give a simple upper bound for probabilities of large deviations when the latter are measured in terms of the Chernoff function.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 1 (1983)
Issue (Month): 4 (June)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Miguel Arcones, 2006. "Large deviations for M-estimators," Annals of the Institute of Statistical Mathematics, Springer, vol. 58(1), pages 21-52, March.
- Guijing, Chen, 1996. "Optimal convergence rates and asymptotic efficiency of point estimators under truncated distribution families," Statistics & Probability Letters, Elsevier, vol. 30(4), pages 321-331, November.
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