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題 名 | On Bahadur Efficiency and Maximum Likelihood Estimation in General Parameter Spaces |
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作 者 | Shen,Xiaotong; | 書刊名 | Statistica Sinica |
卷 期 | 11:2 2001.04[民90.04] |
頁 次 | 頁479-498 |
分類號 | 319.22 |
關鍵詞 | Asymptotic optimality; Bahadur bound; Large deviations; Maximum likelihood estimation; Nonparametric and semiparametric models; The method of sieves; |
語 文 | 英文(English) |
英文摘要 | The paper studies large deviations of maximum likelihood and related estimates in the case of i.i.d. observations with distribution determined by a parameter θ taking values in a general metric space. The main theorems provide sufficient conditions under which an approximate sieve maximum likelihood estimate is an asymptotically locally optimal estimate of g(θ) in the sense of Bahadur, for virtually all functions g of interest. These conditions are illustrated by application to several parametric, nonparametric, and semiparametric examples. |
本系統中英文摘要資訊取自各篇刊載內容。