Moderate Deviations of Minimum Contrast Estimators under Contamination

@inproceedings{Inglot2001ModerateDO,
title={Moderate Deviations of Minimum Contrast Estimators under Contamination},
author={Tadeusz Inglot and WILBERT and C. Maximiliano and KALLENBERG},
year={2001}
}

Since statistical models are simplifications of reality, it is important in estimation theory to study the behavior of estimators also under distributions (slightly) different from the proposed model. In testing theory, when dealing with test statistics where nuisance parameters are estimated, knowledge of the behavior of the estimators of the nuisance parameters is needed under alternatives to evaluate the power. In this paper the moderate deviation behavior of minimum contrast estimators is… CONTINUE READING