A large deviation result for parameter estimators and its application to nonlinear regression analysis
The authors generalize the work of \textit{I. A. Ibragimov} and \textit{R. Z. Khas'minskij}, Statistical estimation: Asymptotic theory. (1981; Zbl 0467.62026), and prove a law of large deviation (LLD) for M-estimators. They also apply this LLD to the problem of parametric nonlinear regression when the regression function is continuous and the errors are independent.
scientific article; zbMATH DE number 4080624