Moderate deviations for \(M\)-estimators

DOI10.1007/BF02595717zbMath1019.62021MaRDI QIDQ1872874

Miguel A. Arcones

Publication date: 18 May 2003

Published in: Test (Search for Journal in Brave)

zbMATH Keywords

maximum likelihoodmoderate deviations\(M\)-estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Large deviations (60F10)

Related Items (10)

The moderate deviation principle for minimizers of convex processes ⋮ Moderate Deviations and Invariance Principles for Sample Average Approximations ⋮ Moderate deviations for estimators under exponentially stochastic differentiability conditions ⋮ Asymptotic properties for M-estimators in linear models with dependent random errors ⋮ Bayesian Goodness of Fit Testing with Mixtures of Triangular Distributions ⋮ On probabilities of moderate deviations of empirical measures for contiguous distributions ⋮ Moderate deviations for M-estimators in linear models with \(\phi\)-mixing errors ⋮ MDP for integral functionals of fast and slow processes with averaging ⋮ Delta method in large deviations and moderate deviations for estimators ⋮ Integrative methods for post-selection inference under convex constraints

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