Cover Image

MLE convergence speed to information projection of exponential family: Criterion for model dimension and sample size -- complete proof version--

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Sheena, Yo
Format:	Preprint
Published:	2021
Subjects:	Statistics Theory Primary 60F99, Secondary 62F12
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Criterion for the resemblance between the mother and the model distribution
by: Sheena, Yo
Published: (2022)

A two-way heterogeneity model for dynamic networks
by: Jiang, Binyan, et al.
Published: (2023)

Rates of convergence to the local time of Oscillating and Skew Brownian Motions
by: Mazzonetto, Sara
Published: (2019)

On Finite Time Span Estimators of Parameters for Ornstein-Uhlenbeck Processes
by: Han, Jun S., et al.
Published: (2025)

Information Criterion for the Gaussian and/or Laplace Distribution Models
by: Kitagawa, Genshiro
Published: (2025)

Estimating the tail index of Pareto-type distributions from geometric records
by: Alcalde, Martín, et al.
Published: (2026)

Eigenstructure inference for high-dimensional covariance with generalized shrinkage inverse-Wishart prior
by: Kim, Seongmin, et al.
Published: (2025)

Likelihood inference of the non-stationary Hawkes process with non-exponential kernel
by: Kwan, Tsz-Kit Jeffrey, et al.
Published: (2024)

Layered Hill estimator for extreme data in clusters
by: Kang, Taegyu, et al.
Published: (2024)

Choosing observation operators to mitigate model error in Bayesian inverse problems
by: Cvetković, Nada, et al.
Published: (2023)

Two-Step Mixed-Type Multivariate Bayesian Sparse Variable Selection with Shrinkage Priors
by: Wang, Shao-Hsuan, et al.
Published: (2022)

Central Limit Theorem and Near classical Berry-Esseen rate for self normalized sums in high dimensions
by: Das, Debraj
Published: (2020)

Sparse factor models of high dimension
by: Poignard, Benjamin, et al.
Published: (2023)

On the Asymptotics of Importance Weighted Variational Inference
by: Cherief-Abdellatif, Badr-Eddine, et al.
Published: (2025)

On the class of exponential statistical structures of type B
by: Volkov, Oleksandr, et al.
Published: (2025)

Bayesian Analysis of Spiked Covariance Models: Correcting Eigenvalue Bias and Determining the Number of Spikes
by: Lee, Kwangmin, et al.
Published: (2024)

Truncated sequential guaranteed estimation for the Cox-Ingersoll-Ross models
by: Alaya, Mohamed Ben, et al.
Published: (2025)

Consistency of M-estimators for non-identically distributed data: the case of fixed-design distributional regression
by: Bücher, Axel, et al.
Published: (2025)

Sparse maximum likelihood estimation for regression models
by: Tsao, Min
Published: (2024)

Projection predictive variable selection for discrete response families with finite support
by: Weber, Frank, et al.
Published: (2023)

Near optimal sample complexity for matrix and tensor normal models via geodesic convexity
by: Franks, Cole, et al.
Published: (2021)

Max-laws of large numbers for weakly dependent high dimensional arrays with applications
by: Hill, Jonathan B.
Published: (2025)

Statistical Inference for Homogenization Limits Driven by Wiener or Hermite Processes
by: Alonso-Martin, Pablo Ramses
Published: (2026)

Asymptotic behavior of the variance of the BLUE for the mean of stationary processes
by: Ginovyan, Mamikon S.
Published: (2026)

Continuous Time Locally Stationary Wavelet Processes
by: Palasciano, Henry Antonio, et al.
Published: (2023)

Estimating order scale parameters of two scale mixture of exponential distributions
by: Mondal, Somnath, et al.
Published: (2025)

Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling
by: Barczy, Matyas, et al.
Published: (2021)

Finite sample expansions and risk bounds in high-dimensional SLS models
by: Spokoiny, Vladimir
Published: (2024)

Dimension-free uniform concentration bound for logistic regression
by: Nakakita, Shogo
Published: (2024)

Statistical Inference for the Rough Homogenization Limit of Multiscale Fractional Ornstein-Uhlenbeck Processes
by: Alonso-Martin, Pablo Ramses, et al.
Published: (2024)

New explanations and inference for least angle regression
by: Gregory, Karl B., et al.
Published: (2026)

Deep neural networks with dependent weights: Gaussian Process mixture limit, heavy tails, sparsity and compressibility
by: Lee, Hoil, et al.
Published: (2022)

Reduced-bias estimation of the residual dependence index with unnamed marginals
by: Israelsson, Jennifer, et al.
Published: (2021)

Statistical inference for a multiscale stochastic model of enzyme kinetics via propagation of chaos
by: Ganguly, Arnab, et al.
Published: (2024)

A Bootstrap Test for Independence of Time Series Based on the Distance Covariance
by: Betken, Annika, et al.
Published: (2021)

Bayesian Calibration and Uncertainty Quantification for a Large Nutrient Load Impact Model
by: Kaurila, Karel, et al.
Published: (2024)

Species Distribution Modeling with Expert Elicitation and Bayesian Calibration
by: Kaurila, Karel, et al.
Published: (2022)

Simple and Sharp Generalization Bounds via Lifting
by: Liu, Jingbo
Published: (2025)

Functional limit laws for the intensity measure of point processes and applications
by: Francisci, Giacomo, et al.
Published: (2024)

Flatness of location-scale-shape models under the Wasserstein metric
by: Fukushi, Ayumu, et al.
Published: (2025)