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

E. Ostrovsky; E. Rogover

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arXiv · 0903.4062

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

E. Ostrovsky·E. Rogover

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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.

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BibTeX RIS

E. Ostrovsky, E. Rogover. 2009-03-24. Asymptotic exponential bounds for MLE deviation under minimal conditions via classical and generic chaining methods. https://arxiv.org/abs/0903.4062

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