Article ID Journal Published Year Pages File Type
1153914 Statistics & Probability Letters 2006 9 Pages PDF
Abstract

In this paper, we obtain a moderate deviations result of the maximum likelihood estimator for the independent not identically distributed case under certain regular conditions, and an example in application is given.

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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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Moderate deviations of maximum likelihood estimator for independent not identically distributed case
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