Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1144690 | Journal of the Korean Statistical Society | 2014 | 12 Pages |
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
Claudio Macci,