Two non-regular extensions of the large deviation bound
| dc.creator | Hayashi, Masahito | |
| dc.date | 2002-12-05 | |
| dc.date.accessioned | 2026-07-07T08:06:04Z | |
| dc.date.available | 2026-07-07T08:06:04Z | |
| dc.description | We formulate two types of extension of the large deviation theory initiated by Bahadur in a non-regular setting. One can be regarded as a bound of the point estimation, the other can be regarded as the limit of a bound of the interval estimation. Both coincide in the regular case, but do not necessarily coincide in a non-regular case. Using the limits of relative Renyi entropies, we derive their upper bounds and give a necessary and sufficient condition for the coincidence of the two upper bounds. We also show the attainability of these two bounds in several non-regular location shift families. | |
| dc.identifier | https://arxiv.org/abs/math/0212076 | |
| dc.identifier | http://arxiv.org/abs/math/0212076 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/130482 | |
| dc.subject | Probability | |
| dc.subject | Statistics Theory | |
| dc.title | Two non-regular extensions of the large deviation bound | |
| dc.type | text |