Article ID Journal Published Year Pages File Type
1144690 Journal of the Korean Statistical Society 2014 12 Pages PDF
Abstract

We consider a family of statistical models with positive unknown parameter (which includes some well-known models for censored exponential data) and some statistical models for samples from stationary Gaussian processes. We prove large deviation results for posterior distributions and, in some cases, also for maximum likelihood estimators.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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