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Moderate deviations of maximum likelihood estimator for independent not identically distributed case

Author

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  • Xiao, Zhihong
  • Liu, Luqin

Abstract

In this paper, we obtain a moderate deviations result of the maximum likelihood estimator for the independent not identically distributed case under certain regular conditions, and an example in application is given.

Suggested Citation

  • Xiao, Zhihong & Liu, Luqin, 2006. "Moderate deviations of maximum likelihood estimator for independent not identically distributed case," Statistics & Probability Letters, Elsevier, vol. 76(10), pages 1056-1064, May.
  • Handle: RePEc:eee:stapro:v:76:y:2006:i:10:p:1056-1064
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    References listed on IDEAS

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    1. Gao, Fuqing, 2001. "Moderate deviations for the maximum likelihood estimator," Statistics & Probability Letters, Elsevier, vol. 55(4), pages 345-352, December.
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    Cited by:

    1. Prakasa Rao, B.L.S., 2018. "Moderate deviation principle for maximum likelihood estimator for Markov processes," Statistics & Probability Letters, Elsevier, vol. 132(C), pages 74-82.

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