Details

Autor(en) / Beteiligte

• Hayashi, Masahito

Titel

Two Non-Regular Extensions of Large Deviation Bound

Ist Teil von

• Communications in statistics. Theory and methods, 2010-01, Vol.39 (8-9), p.1404-1423

Ort / Verlag

Philadelphia: Taylor & Francis Group

Erscheinungsjahr

2010

Link zum Volltext

Quelle

Taylor & Francis

Beschreibungen/Notizen

• We formulate two types of extensions of the large deviation theory initiated by Bahadur in a non-regular setting. One can be regarded as a bound of the point estimation; the other can be regarded as the limit of a bound of the interval estimation. Both coincide in the regular case but do not necessarily coincide in a non-regular case. Using the limits of relative Rényi entropies, we derive their upper bounds and give a necessary and sufficient condition for the coincidence of the two upper bounds. We also discuss the attainability of these two bounds in several non-regular location shift families.