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Large Deviations of Estimators [PDF]

open access: bronzeThe Annals of Statistics, 1986
The authors investigate the asymptotic behaviour of estimators \(T_ n\) of g(\(\theta)\) using its inaccuracy rate \[ e(\epsilon,\theta,T_ n)=- \liminf_{n\to \infty}n^{-1} \log P_{\theta}\{\| T_ n- g(\theta)\| >\epsilon \} \] for fixed \(\epsilon >0\).
A. D. M. Kester, W.C.M. Kallenberg
openalex   +5 more sources

Identifying neurophenotypes of major depressive disorder through normative model of regional homogeneity. [PDF]

open access: yesTransl Psychiatry
Luo Z   +14 more
europepmc   +1 more source

Large deviations for U-statistics

open access: yes
A large deviation principle for U-statistics is presented. It relies on the large deviation for B-valued r.v.
Arcones, Miguel A.
core  

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