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math.ST2021
An inverse Sanov theorem for exponential families
Claudio Macci, Mauro Piccioni
We prove the large deviation principle (LDP) for posterior distributions arising from subfamilies of full exponential families, allowing misspecification of the model. Moreover, mo…
math.ST2016
Large deviations for method-of-quantiles estimators of one-dimensional parameters
Valeria Bignozzi, Claudio Macci, Lea Petrella
We consider method-of-quantiles estimators of unknown parameters, namely the analogue of method-of-moments estimators obtained by matching empirical and theoretical quantiles at so…