|
|
|
|
Литература
|
|
| |
| 1. |
А. А. Боровков, Большие уклонения и проверка статистических гипотез, Тр. института Математики СО РАН, 2, 1992 |
| 2. |
M. S. Ermakov, “Asymptotically efficient statistical inference for moderate deviation probabilities”, Theory Probab. Appl., 48 (2004), 622–641 |
| 3. |
W. Feller, “Limit theorems for probabilities of large deviations”, Z. Wahrscheinlichkeitstheor. verw. Geb., 14 (1969), 1–20 |
| 4. |
W. Feller, An introduction to probability theory and its applications, v. II, Wiley, NY, 1970 |
| 5. |
F. Q. Gao, “Moderate deviations for the maximum likelihood estimator”, Statist. Probab. Lett., 55 (2001), 345–352 |
| 6. |
J. Hajek, “Local asymptotic minimax and admissibility in estimation”, Proc. 6th Berkeley Symp. Math. Statist. Probab., v. 1, 1972, 175–194 |
| 7. |
J. Hajek, Z. Shidak, Theory of rank tests, Academic Press, NY, 1967 |
| 8. |
I. A. Ibragimov, R. Z. Has'minskii, Statistical estimation: Asymptotic theory, Springer, NY, 1981 |
| 9. |
I. A. Ibragimov, M. Radavicius, “Probability of large deviations for the maximum likelihood estimator”, Sov. Math. Dokl., 23:2 (1981), 403–406 |
| 10. |
L. Le Cam, “Locally asymptotically normal families of distributions”, Univ. California Publ. Statist., 3, 1960, 37–98 |
| 11. |
L. Le Cam, “Likelihood functions for large numbers of independent observations”, Research papers in statistics, Festschrift for J. Neyman, ed. F. N. David, Wiley, NY, 1966, 167–187 |
| 12. |
Y. Miao, Y. X. Chen, “Note on the moderate deviation principle of maximum likelihood estimator”, Acta Appl. Math., 110:2 (2010), 863–869 |
| 13. |
J. Oosterhoff, W.R. van Zwet, “A note on contiguity and Hellinger distance”, Contribution to Statistics. Hajek Memorial Volume, ed. J. Jureckova, D. Reide, Dordrecht, 1979, 157–166 |
| 14. |
Л. В. Осипов, “О вероятностях больших уклонений сумм независимых случайных величин”, Теория вероятн. и ее примен., 17 (1972), 320–341 |
| 15. |
I. M. Skovgaard, “Large deviation approximations for maximum likelihood estimators”, Probab. Math. Statist., 6 (1985), 89–107 |
| 16. |
Z. H. Xiao, L .Q. Liu, “Moderate deviations of maximum likelihood estimator for independent not identically distributed case”, Statist. Probab. Lett., 76 (2006), 1056–1064 |