Moderate deviation for maximum likelihood estimators from single server queues
نویسندگان
چکیده
منابع مشابه
Moderate Deviations of Maximum Likelihood Estimators under Alternatives
Since statistical models are simplifications of reality, it is important in estimation theory to study the behavior of estimators also under distributions (slightly) different from the proposed model. In testing theory, when dealing with test statistics where nuisance parameters are estimated, knowledge of the behavior of the estimators of the nuisance parameters is needed under alternatives to...
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متن کاملThe Convergence of Lossy Maximum Likelihood Estimators
Given a sequence of observations (Xn)n≥1 and a family of probability distributions {Qθ}θ∈Θ, the lossy likelihood of a particular distribution Qθ given the data Xn 1 := (X1,X2, . . . ,Xn) is defined as Qθ(B(X 1 ,D)), where B(Xn 1 ,D) is the distortion-ball of radius D around the source sequence X n 1 . Here we investigate the convergence of maximizers of the lossy likelihood.
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ژورنال
عنوان ژورنال: Probability, Uncertainty and Quantitative Risk
سال: 2020
ISSN: 2367-0126
DOI: 10.1186/s41546-020-00044-z