Zapiski Nauchnykh Seminarov POMI, Studies in mathematical statistics. Part V, Tome 108 (1981), pp. 154-169
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M. Radavicius. On probabilities of large and moderate deviations for maximum likelihood estimates. Zapiski Nauchnykh Seminarov POMI, Studies in mathematical statistics. Part V, Tome 108 (1981), pp. 154-169. http://geodesic.mathdoc.fr/item/ZNSL_1981_108_a10/
@article{ZNSL_1981_108_a10,
author = {M. Radavicius},
title = {On probabilities of large and moderate deviations for maximum likelihood estimates},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {154--169},
year = {1981},
volume = {108},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1981_108_a10/}
}
TY - JOUR
AU - M. Radavicius
TI - On probabilities of large and moderate deviations for maximum likelihood estimates
JO - Zapiski Nauchnykh Seminarov POMI
PY - 1981
SP - 154
EP - 169
VL - 108
UR - http://geodesic.mathdoc.fr/item/ZNSL_1981_108_a10/
LA - ru
ID - ZNSL_1981_108_a10
ER -
%0 Journal Article
%A M. Radavicius
%T On probabilities of large and moderate deviations for maximum likelihood estimates
%J Zapiski Nauchnykh Seminarov POMI
%D 1981
%P 154-169
%V 108
%U http://geodesic.mathdoc.fr/item/ZNSL_1981_108_a10/
%G ru
%F ZNSL_1981_108_a10
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”.