|
Problemy Peredachi Informatsii, 1999, Volume 35, Issue 3, Pages 54–66
(Mi ppi453)
|
|
|
|
This article is cited in 1 scientific paper (total in 1 paper)
Large Systems
On the Lower Bound of the Exact Asymptotics for the Large-Deviation Probabilities of Statistical Estimates
M. S. Ermakov
Abstract:
The Hajek–Le Cam theorem of locally asymptotic minimax bound of the risk of statistical estimates is extended to the problem of lower bound of the exact asymptotics for the large-deviation probability of statistical estimates. The result obtained can be considered as the exact lower bound of efficiency for confidence estimation of a multivariate parameter, inasmuch as the estimated confidence level usually assumes small values.
Received: 07.04.1998 Revised: 10.03.1999
Citation:
M. S. Ermakov, “On the Lower Bound of the Exact Asymptotics for the Large-Deviation Probabilities of Statistical Estimates”, Probl. Peredachi Inf., 35:3 (1999), 54–66; Problems Inform. Transmission, 35:3 (1999), 236–247
Linking options:
https://www.mathnet.ru/eng/ppi453 https://www.mathnet.ru/eng/ppi/v35/i3/p54
|
Statistics & downloads: |
Abstract page: | 467 | Full-text PDF : | 112 | References: | 68 |
|