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Zapiski Nauchnykh Seminarov LOMI, 1981, Volume 108, Pages 154–169 (Mi znsl3441)  
On probabilities of large and moderate deviations for maximum likelihood estimates

M. Radavicius
Full-text PDF (779 kB)
Abstract: Theorems on probabilities of large and moderate deviations for maximum likelihood estimates are proved and on less restrictive assumptions a “rough” asymptotics of large deviations is find in a regular case. Similar results are obtained in the case of observations in “white gaussian noise”.
English version:
Journal of Soviet Mathematics, 1984, Volume 25, Issue 3, Pages 1208–1219
DOI: https://doi.org/10.1007/BF01084799
Bibliographic databases:
UDC: 519.281
Language: Russian
Citation: M. Radavicius, “On probabilities of large and moderate deviations for maximum likelihood estimates”, Studies in mathematical statistics. Part V, Zap. Nauchn. Sem. LOMI, 108, "Nauka", Leningrad. Otdel., Leningrad, 1981, 154–169; J. Soviet Math., 25:3 (1984), 1208–1219
Citation in format AMSBIB
\Bibitem{Rad81}
\by M.~Radavicius
\paper On probabilities of large and moderate deviations for maximum likelihood estimates
\inbook Studies in mathematical statistics. Part~V
\serial Zap. Nauchn. Sem. LOMI
\yr 1981
\vol 108
\pages 154--169
\publ "Nauka", Leningrad. Otdel.
\publaddr Leningrad
\mathnet{http://mi.mathnet.ru/znsl3441}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=629406}
\zmath{https://zbmath.org/?q=an:0482.62017|0545.62025}
\transl
\jour J. Soviet Math.
\yr 1984
\vol 25
\issue 3
\pages 1208--1219
\crossref{https://doi.org/10.1007/BF01084799}
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