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

zbMATH Keywords

large deviationleast squares estimatornonparametric regression modelwidely orthant dependent random variables

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02)

Related Items (7)

Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise ⋮ Complete moment convergence for the widely orthant dependent linear processes with random coefficients ⋮ Tuning the control penalty factor of a minimum variance adaptive controller ⋮ Self-tuning strategy for a minimum variance control system of a highly disturbed process ⋮ Large deviation inequalities of Bayesian estimator in nonlinear regression models ⋮ Large deviations of regression parameter estimate in the models with stationary sub-Gaussian noise ⋮ Probability inequalities for sums of WUOD random variables and their applications

Cites Work

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• 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

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