pith. sign in

arxiv: 0903.4062 · v1 · submitted 2009-03-24 · 🧮 math.PR

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

classification 🧮 math.PR
keywords naturalchainingconditionsdeviationexponentialfunctiongenericminimal
0
0 comments X
read the original abstract

In 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.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.