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Threshold behavior of the maximum likelihood estimator of frequency

โœ Scribed by Quinn, B.G.; Kootsookos, P.J.


Book ID
115439482
Publisher
IEEE
Year
1994
Tongue
English
Weight
345 KB
Volume
42
Category
Article
ISSN
1053-587X

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Concentration inequality of maximum like
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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.