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JOURNALS // Problemy Peredachi Informatsii // Archive

Probl. Peredachi Inf., 1999 Volume 35, Issue 3, Pages 54–66 (Mi ppi453)

This article is cited in 1 paper

Large Systems

On the Lower Bound of the Exact Asymptotics for the Large-Deviation Probabilities of Statistical Estimates

M. S. Ermakov


Abstract: The Hajek–Le Cam theorem of locally asymptotic minimax bound of the risk of statistical estimates is extended to the problem of lower bound of the exact asymptotics for the large-deviation probability of statistical estimates. The result obtained can be considered as the exact lower bound of efficiency for confidence estimation of a multivariate parameter, inasmuch as the estimated confidence level usually assumes small values.

UDC: 621.391.1:519.27

Received: 07.04.1998
Revised: 10.03.1999


 English version:
Problems of Information Transmission, 1999, 35:3, 236–247

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© Steklov Math. Inst. of RAS, 2025