Large deviation inequalities of LS estimator in nonlinear regression models

DOI10.1016/J.SPL.2020.108930zbMath1456.62046OpenAlexW3087710273MaRDI QIDQ826675

Yanyan Tang, Yu Miao

Publication date: 6 January 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2020.108930

zbMATH Keywords

martingale differencenonlinear regression modellarge deviation inequalitiesleast squares (LS) estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inequalities; stochastic orderings (60E15) Bayesian inference (62F15) General nonlinear regression (62J02) Martingales with continuous parameter (60G44) Large deviations (60F10)

Related Items (1)

Complete convergence of weighted sums of martingale differences and statistical applications

Cites Work

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• A large deviation result for the least squares estimators in nonlinear regression
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• Asymptotic theory of nonlinear least squares estimation
• The rate of convergence for the least squares estimator in nonlinear regression model with dependent errors.
• Consistency for the least squares estimator in nonlinear regression model
• Large deviation for a least squares estimator in a nonlinear regression model
• Exponential-type inequalities for martingale difference sequences. Application to nonparametric regression estimation
• Asymptotic Properties of Non-Linear Least Squares Estimators

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