Asymptotic exponential bounds for MLE deviation under minimal conditions via classical and generic chaining methods

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Ostrovsky, E.
Rogover, E.
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In this paper non-asymptotic exact exponential estimates are derived (under minimal conditions) for the tail of deviation of the MLE distribution in the so-called natural terms: natural function, natural distance, metric entropy, Banach spaces of random variables, contrast function, majorizing measures or, equally, generic chaining.
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Mathematics - Probability
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