| 多参数情形下 MLE 的大偏差 |
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| 引用本文： | 陈家骅. 多参数情形下 MLE 的大偏差[J]. 系统科学与数学, 1985, 5(3): 192-200 |
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| 作者姓名： | 陈家骅 |
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| 作者单位： | 中国科学院系统科学研究所 北京 |
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| 摘 要： | 在大样本点估计理论中,我们一般只考虑相合估计,对于任何一个相合估计 T_n 以及任何给定的ε>0,其尾概率
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THE LARGE DEVIATION OF MLE IN MULTIPARAMETER CASE |
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| CHEN JIA-HUA. THE LARGE DEVIATION OF MLE IN MULTIPARAMETER CASE[J]. Journal of Systems Science and Mathematical Sciences, 1985, 5(3): 192-200 |
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| Authors: | CHEN JIA-HUA |
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| Affiliation: | Institute of Systems Science,Academia Sinica |
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| Abstract: | In this paper the exponential rates of decrease and bounds on tail probabilities forconsistent estimators in multiparameter case are studied using the large deviation me-thod.The asymptotic expansions of Bahadur bounds and the upper bounds of expone-tial rates in the case of maximum likelihood estimator are obtained.Based on thoseresults we obtain a result parallel to the result of J.C.Fu,which deals with the one-parameter case. |
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