Asymptotic exponential bounds for MLE deviation under minimal conditions via classical and generic chaining methods

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dc.creatorOstrovsky, E.
dc.creatorRogover, E.
dc.date2009-03-24
dc.date.accessioned2026-07-07T12:56:05Z
dc.date.available2026-07-07T12:56:05Z
dc.descriptionIn this paper non-asymptotic exact exponential estimates are derived (under minimal conditions) for the tail of deviation of the MLE distribution in the so-called natural terms: natural function, natural distance, metric entropy, Banach spaces of random variables, contrast function, majorizing measures or, equally, generic chaining.
dc.identifierhttps://arxiv.org/abs/0903.4062
dc.identifierhttp://arxiv.org/abs/0903.4062
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/224465
dc.subjectProbability
dc.titleAsymptotic exponential bounds for MLE deviation under minimal conditions via classical and generic chaining methods
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