32 citations · 53 across the 11 of their papers we have counts for
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stat.ME2012
Weighted sampling, Maximum Likelihood and minimum divergence estimators
Michel Broniatowski, Zhansheng Cao
This paper explores Maximum Likelihood in parametric models in the context of Sanov type Large Deviation Probabilities. MLE in parametric models under weighted sampling is shown to…
math.ST2012★ 3 cited
A conditional limit theorem for random walks under extreme deviation
Michel Broniatowski, Zhansheng Cao
This paper explores a conditional Gibbs theorem for a random walkinduced by i.i.d. (X_{1},..,X_{n}) conditioned on an extreme deviation of its sum (S_{1}^{n}=na_{n}) or (S_{1}^{n}>…