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

DOI10.1016/0167-7152(88)90119-8zbMath0638.62032OpenAlexW2146945588MaRDI QIDQ1099529

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

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-estimatorsasymptotic variancesufficient conditionslocationmoderate deviationsscalecentral limit resultCramér type large deviationsinaccuracy rate

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Large deviations (60F10)

Related Items (16)

Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions ⋮ The moderate deviation principles of likelihood ratio tests under alternative hypothesis ⋮ Nearly optimal central limit theorem and bootstrap approximations in high dimensions ⋮ Hypothesis testing for independence given a blocked compound symmetric covariance structure in a high-dimensional setting ⋮ Large deviation principle for moderate deviation probabilities of bootstrap empirical measures ⋮ Moderate deviations of minimum contrast estimators under contamination ⋮ Moderate deviations for estimators under exponentially stochastic differentiability conditions ⋮ A relation between the Chernoff index and the Pitman efficacy ⋮ The sharp lower bound of asymptotic efficiency of estimators in the zone of moderate deviation probabilities ⋮ 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 ⋮ Moderate deviations of generalized method of moments and empirical likelihood estimators ⋮ Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure ⋮ Vanishing shortcoming and asymptotic relative efficiency. ⋮ Moderate deviation principle for likelihood ratio test in multivariate linear regression model

Cites Work

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