Large-Deviations Theory and Empirical Estimator Choice
نویسندگان
چکیده
منابع مشابه
Large Deviations Theory and Empirical Estimator Choice
Criterion choice is such a hard problem in information recovery and in estimation and inference. In the case of inverse problems with noise, can probabilistic laws provide a basis for empirical estimator choice? That is the problem we investigate in this paper. Large Deviations Theory is used to evaluate the choice of estimator in the case of two fundamental situations-problems in modelling dat...
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ژورنال
عنوان ژورنال: Econometric Reviews
سال: 2008
ISSN: 0747-4938,1532-4168
DOI: 10.1080/07474930801960402