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Convergence rates of large deviations probabilities for point estimators

Author

Listed:
  • Rubin, Herman
  • Rukhin, Andrew L.

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.

Suggested Citation

  • Rubin, Herman & Rukhin, Andrew L., 1983. "Convergence rates of large deviations probabilities for point estimators," Statistics & Probability Letters, Elsevier, vol. 1(4), pages 197-202, June.
    • Handle: RePEc:eee:stapro:v:1:y:1983:i:4:p:197-202
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    Citations

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    Cited by:

    1. Mátyás Barczy & Zsolt Páles, 2023. "Limit Theorems for Deviation Means of Independent and Identically Distributed Random Variables," Journal of Theoretical Probability, Springer, vol. 36(3), pages 1626-1666, September.
    2. Miguel Arcones, 2006. "Large deviations for M-estimators," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 58(1), pages 21-52, March.
    3. J. Fu & Gang Li & D. Zhao, 1993. "On large deviation expansion of distribution of maximum likelihood estimator and its application in large sample estimation," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(3), pages 477-498, September.
    4. 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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