Criterion choice is such a hard problem in information recovery and in estimation and inference. In the case of inverse problems with noise, can probabilistic laws provide a basis for empirical estimator choice? That is the problem we investigate in this paper. Large Deviations Theory is used to...

In this article, we consider the problem of criterion choice in information recovery and inference in a large-deviations (LD) context. Kitamura and Stutzer recognize that the Maximum Entropy Empirical Likelihood estimator can be given a LD justification (Kitamura and Stutzer, 2002). We...