Large deviations for \(M\)-estimators

zbMath1129.62015MaRDI QIDQ876776

Cyrille Joutard

Publication date: 27 April 2007

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

nonlinear models\(M\)-estimatorgeneralized linear modelselliptic models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12) Large deviations (60F10)

Related Items (4)

Asymptotic properties for M-estimators in linear models with dependent random errors ⋮ Moderate deviations for M-estimators in linear models with \(\phi\)-mixing errors ⋮ Delta method in large deviations and moderate deviations for estimators ⋮ Large deviations for M-estimators

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