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Convergence rates of large deviations probabilities for point estimators

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  • Rubin, Herman
  • Rukhin, Andrew L.
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    Abstract

    The 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 Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 1 (1983)
    Issue (Month): 4 (June)
    Pages: 197-202

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    Handle: RePEc:eee:stapro:v:1:y:1983:i:4:p:197-202

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    Related research

    Keywords: Probabilities of large deviations minimum contrast estimators M-estimators Chernoff function;

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    Cited by:
    1. Miguel Arcones, 2006. "Large deviations for M-estimators," Annals of the Institute of Statistical Mathematics, Springer, vol. 58(1), pages 21-52, March.
    2. 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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