Large deviation for a least squares estimator in a nonlinear regression model

DOI10.1016/J.SPL.2014.04.022MaRDI QIDQ2454007zbMATH OpenOpenAlexFDO

Authors Wenzhi Yang, Shuhe Hu

Publication date 12 June 2014

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

Full work available at URL https://doi.org/10.1016/j.spl.2014.04.022

zbMATH Keywords

\(\tilde{\rho}\)-mixing random variablesAANA random variableslarge deviationleast squares estimatornonlinear regression model

Mathematics Subject Classification ID

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

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Cites work

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Cited in

(17)

• A large deviation result for parameter estimators and its application to nonlinear regression analysis
• Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise
• Moment inequalities for m-negatively associated random variables and their applications
• The large deviation results for the nonlinear regression model with dependent errors
• Large deviation inequalities of Bayesian estimator in nonlinear regression models
• The large deviation for the least squares estimator of nonlinear regression model based on WOD errors
• Some probability inequalities of least-squares estimator in non linear regression model with strong mixing errors
• Complete moment convergence of double-indexed randomly weighted sums of mixing sequences
• scientific article; zbMATH DE number 4147338 (Why is no real title available?)
• scientific article; zbMATH DE number 1159745 (Why is no real title available?)
• Large deviations of regression parameter estimate in the models with stationary sub-Gaussian noise
• Asymptotic properties of LS estimator in nonlinear functional EV models
• Large deviations of the correlogram estimator of the random noise covariance function in the nonlinear regression model
• Large deviations for randomly weighted least squares estimator in a nonlinear regression model
• Asymptotics for the G-M estimator in nonparametric regression models
• Large deviations for the LS estimator in nonlinear regression model under sub-linear expectations
• Large deviation inequalities of LS estimator in nonlinear regression models

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