The large deviation for the least squares estimator of nonlinear regression model based on WOD errors
DOI10.1186/s13660-016-1064-6zbMath1341.62204OpenAlexW2340567311WikidataQ59467514 ScholiaQ59467514MaRDI QIDQ281255
Xin Deng, Xufeng Huang, Xue-jun Wang, Xu-Fei Tang
Publication date: 10 May 2016
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-016-1064-6
large deviationleast squares estimatornonparametric regression modelwidely orthant dependent random variables
Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02)
Related Items (7)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The rate of convergence for the least squares estimator in nonlinear regression model with dependent errors.
- Consistency for the least squares estimator in nonlinear regression model
- Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables
- Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
- Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models
- Large deviation for a least squares estimator in a nonlinear regression model
- On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
- An Asymptotic Expansion for the Distribution of the Least Squares Estimator of the Non-Linear Regression Parameter
This page was built for publication: The large deviation for the least squares estimator of nonlinear regression model based on WOD errors