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math.PR2002★ 2 cited
Limiting behavior of relative Rényi entropy in a non-regular location shift family
Masahito Hayashi
We calculate the limiting behavior of relative Renyi entropy when the first probability distribution is close to the second one in a non-regular location-shift family which is gene…
math.PR2002★ 2 cited
Two non-regular extensions of the large deviation bound
Masahito Hayashi
We formulate two types of extension of the large deviation theory initiated by Bahadur in a non-regular setting. One can be regarded as a bound of the point estimation, the other c…