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

2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/224465In 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.ProbabilityAsymptotic exponential bounds for MLE deviation under minimal conditions via classical and generic chaining methodstext