Back to Search
Start Over
Concentration inequalities of MLE and robust MLE.
- Source :
-
Communications in Statistics: Theory & Methods . 2024, Vol. 53 Issue 19, p6944-6956. 13p. - Publication Year :
- 2024
-
Abstract
- The Maximum Likelihood Estimator (MLE) serves an important role in statistics and machine learning. In this article, for i.i.d. variables, we obtain constant-specified and sharp concentration inequalities and oracle inequalities for the MLE only under exponential moment conditions. Furthermore, in a robust setting, the sub-Gaussian type oracle inequalities of the log-truncated maximum likelihood estimator are derived under the second-moment condition. [ABSTRACT FROM AUTHOR]
- Subjects :
- *MAXIMUM likelihood statistics
*MACHINE learning
*STATISTICS
Subjects
Details
- Language :
- English
- ISSN :
- 03610926
- Volume :
- 53
- Issue :
- 19
- Database :
- Academic Search Index
- Journal :
- Communications in Statistics: Theory & Methods
- Publication Type :
- Academic Journal
- Accession number :
- 178943804
- Full Text :
- https://doi.org/10.1080/03610926.2023.2253945