A note on inequalities for probabilities of large deviations of estimators in nonlinear regression models

DOI10.1016/0047-259X(89)90036-5zbMath0703.62035MaRDI QIDQ916253

P. Jeganathan

Publication date: 1989

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

zbMATH Keywords

exponential inequalityM-estimatorsmaximum likelihood estimatorB-estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Large deviations (60F10)

Related Items (3)

Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency ⋮ Large deviation inequalities of Bayesian estimator in nonlinear regression models ⋮ Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications

Cites Work

• On the exponential rate of convergence of the least squares estimator in the nonlinear regression model with Gaussian errors
• A large deviation result for parameter estimators and its application to nonlinear regression analysis
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