A large deviation result for parameter estimators and its application to nonlinear regression analysis (Q1113233): Difference between revisions
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Latest revision as of 15:31, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A large deviation result for parameter estimators and its application to nonlinear regression analysis |
scientific article |
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A large deviation result for parameter estimators and its application to nonlinear regression analysis (English)
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1987
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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.
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M-estimators
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