Elaborating on the work of Ibragimov and Has'minskii (1981) we prove a law of large deviations (LLD) for M-estimators, i.e., those estimators which maximize a functional, continuous in the parameter, ...
Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...