Convergence rates of large deviations probabilities for point estimators

Herman Rubin and Andrew L. Rukhin

Statistics & Probability Letters, 1983, vol. 1, issue 4, 197-202

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.

Keywords: Probabilities; of; large; deviations; minimum; contrast; estimators; M-estimators; Chernoff; function (search for similar items in EconPapers)
Date: 1983
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Citations: View citations in EconPapers (4)

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