Title of article :
Concentration inequality of maximum likelihood estimator
Author/Authors :
Miao، نويسنده , , Yu، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2010
Abstract :
For a sequence of independent and identically distributed random variables (r.v.) valued in some metric space ( E , d ) , we obtain a sharp concentration inequality of the maximum likelihood estimator under some standard concavity condition.
Keywords :
MLE , Concentration inequality
Journal title :
Applied Mathematics Letters
Journal title :
Applied Mathematics Letters