In this article, we consider several statistical models for censored exponential data. We prove a large deviation result for the maximum likelihood estimators (MLEs) of each model, and a unique result for the posterior distributions which works well for all the cases. Finally, comparing the large deviation rate functions for MLEs and posterior distributions, we show that a typical feature fails for one model; moreover, we illustrate the relation between this fact and a well-known result for curved exponential models.

Censured Exponential data: large deviations for MLEs and posterior distributions / C., Macci; Petrella, Lea. - STAMPA. - 38:(2009), pp. 2435-2452. [10.1080/03610920802562764]

Censured Exponential data: large deviations for MLEs and posterior distributions

PETRELLA, Lea
2009

Abstract

In this article, we consider several statistical models for censored exponential data. We prove a large deviation result for the maximum likelihood estimators (MLEs) of each model, and a unique result for the posterior distributions which works well for all the cases. Finally, comparing the large deviation rate functions for MLEs and posterior distributions, we show that a typical feature fails for one model; moreover, we illustrate the relation between this fact and a well-known result for curved exponential models.
2009
censored data; large deviations; mixture prior
01 Pubblicazione su rivista::01a Articolo in rivista
Censured Exponential data: large deviations for MLEs and posterior distributions / C., Macci; Petrella, Lea. - STAMPA. - 38:(2009), pp. 2435-2452. [10.1080/03610920802562764]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/41837
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