id: 05988513
dt: j
an: 05988513
au: Hayashi, Masahito
ti: Large deviation theory for non-regular location shift family.
so: Ann. Inst. Stat. Math. 63, No. 4, 689-716 (2011).
py: 2011
pu: Springer, Dordrecht
la: EN
cc: 
ut: non-regular location shift family; beta distribution; Weibull distribution;
    gamma distribution; large deviation; relative Rényi entropy
ci: 
li: doi:10.1007/s10463-009-0254-0
ab: Summary: We apply non-regular extensions of the large deviation theory to
    non-regular location shift families. Our calculation contains the
    location shift families generated by the beta distribution, Weibull
    distribution, and gamma distribution. We point out that the optimal
    estimator depends on the choice of our criterion in the non-regular
    case. The limits of relative Rényi entropies play an important role in
    our derivation.
rv: