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Note on the Moderate Deviation Principle of Maximum Likelihood Estimator

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Abstract

In this short note, we show a simpler proof to obtain the moderate deviation principle of the maximum likelihood estimator (MLE) for the independent case.

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Authors and Affiliations

  1. College of Mathematics and Information Science, Henan Normal University, Henan Province, 453007, China

    Y. Miao

  2. College of Mathematics and Information Science, Pingdingshan University, Henan Province, 467000, China

    Ying-Xia Chen

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  1. Y. Miao
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  2. Ying-Xia Chen
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Correspondence to Ying-Xia Chen.

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Miao, Y., Chen, YX. Note on the Moderate Deviation Principle of Maximum Likelihood Estimator. Acta Appl Math 110, 863–869 (2010). https://doi.org/10.1007/s10440-009-9479-4

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  • DOI: https://doi.org/10.1007/s10440-009-9479-4

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