Moderate deviations of generalized method of moments and empirical likelihood estimators

DOI10.1016/j.jmva.2011.04.002zbMath1218.62022OpenAlexW3122611166MaRDI QIDQ550173

Taisuke Otsu

Publication date: 8 July 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.04.002

zbMATH Keywords

moderate deviationempirical likelihoodestimating equation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Large deviations (60F10)

Related Items (5)

Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions ⋮ Moderate deviations for estimators under exponentially stochastic differentiability conditions ⋮ Large deviations of generalized method of moments and empirical likelihood estimators ⋮ A doubly corrected robust variance estimator for linear GMM ⋮ Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators

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