Moderate and Cramér-type large deviation theorems for M-estimators

DOI10.1016/0167-7152(88)90119-8zbMath0638.62032MaRDI QIDQ1099529

Noël Veraverbeke, Wilbert C. M. Kallenberg, Jana Jureckova

Publication date: 1988

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

Full work available at URL: https://research.utwente.nl/en/publications/moderate-and-cramertype-large-deviation-theorems-for-mestimators(0f75cd05-0a8a-4191-a4ec-5a11d3575497).html

zbMATH Keywords

M-estimators; asymptotic variance; sufficient conditions; location; moderate deviations; scale; central limit result; Cramér type large deviations; inaccuracy rate

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

60F05: Central limit and other weak theorems

60F10: Large deviations

Related Items

Delta method in large deviations and moderate deviations for estimators, Moderate deviations of generalized method of moments and empirical likelihood estimators, A relation between the Chernoff index and the Pitman efficacy, Moderate deviations of minimum contrast estimators under contamination, Moderate deviations for M-estimators in linear models with \(\phi\)-mixing errors, Vanishing shortcoming and asymptotic relative efficiency.

Cites Work

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