Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Teoriya Veroyatnostei i ee Primeneniya, 2003, Volume 48, Issue 4, Pages 676–700
DOI: https://doi.org/10.4213/tvp251 (Mi tvp251) 		 
This article is cited in 11 scientific papers (total in 11 papers)

On asymptotically efficient statistical inference for moderate deviation probabilities

M. S. Ermakov

Institute of Problems of Mechanical Engineering, Russian Academy of Sciences
Full-text PDF (2304 kB) Citations (11)
References:
PDF
HTML
DOI: https://doi.org/10.4213/tvp251
Abstract: We study the lower bounds of efficiency for the moderate deviation probabilities of tests and estimators. These bounds cover both the logarithmic and strong asymptotics. For the problems of hypothesis testing we propose a natural representation for the lower bounds of type I and type II error probabilities in terms of inverse function of the standard normal distribution. The lower bounds for the moderate deviation probabilities of estimators are deduced easily from the corresponding bounds in hypothesis testing.
Keywords: large deviations, moderate deviations, efficiency, Bahadur efficiency, Chernoff efficiency.
Received: 23.12.2002
English version:
Theory of Probability and its Applications, 2004, Volume 48, Issue 4, Pages 622–641
DOI: https://doi.org/10.1137/S0040585X97980701
Bibliographic databases:
Language: Russian
Citation: M. S. Ermakov, “On asymptotically efficient statistical inference for moderate deviation probabilities”, Teor. Veroyatnost. i Primenen., 48:4 (2003), 676–700; Theory Probab. Appl., 48:4 (2004), 622–641
Citation in format AMSBIB
\Bibitem{Erm03}
\by M.~S.~Ermakov
\paper On asymptotically efficient statistical inference for moderate
deviation probabilities
\jour Teor. Veroyatnost. i Primenen.
\yr 2003
\vol 48
\issue 4
\pages 676--700
\mathnet{http://mi.mathnet.ru/tvp251}
\crossref{https://doi.org/10.4213/tvp251}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2143210}
\zmath{https://zbmath.org/?q=an:1054.62015}
\transl
\jour Theory Probab. Appl.
\yr 2004
\vol 48
\issue 4
\pages 622--641
\crossref{https://doi.org/10.1137/S0040585X97980701}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000226305500004}
Linking options:
  • https://www.mathnet.ru/eng/tvp251
  • https://doi.org/10.4213/tvp251
  • https://www.mathnet.ru/eng/tvp/v48/i4/p676
    • This publication is cited in the following 11 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024