Large deviation inequalities of LS estimator in nonlinear regression models

DOI10.1016/J.SPL.2020.108930MaRDI QIDQ826675zbMATH OpenOpenAlexFDO

Authors Yu Miao, Yanyan Tang

Publication date 6 January 2021

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

Full work available at URL https://doi.org/10.1016/j.spl.2020.108930

zbMATH Keywords

large deviation inequalitiesleast squares (LS) estimatormartingale differencenonlinear regression model

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Large deviations (60F10) Martingales with continuous parameter (60G44) Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) General nonlinear regression (62J02)

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Cites work

• A large deviation result for parameter estimators and its application to nonlinear regression analysis
• A large deviation result for the least squares estimators in nonlinear regression
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Asymptotic theory of nonlinear least squares estimation
• Consistency for the least squares estimator in nonlinear regression model
• Exponential-type inequalities for martingale difference sequences. Application to nonparametric regression estimation
• scientific article; zbMATH DE number 3733065 (Why is no real title available?)
• Large deviation exponential inequalities for supermartingales
• Large deviation for a least squares estimator in a nonlinear regression model
• On the exponential rate of convergence of the least squares estimator in the nonlinear regression model with Gaussian errors
• The rate of convergence for the least squares estimator in nonlinear regression model with dependent errors.
• The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors

Cited in

(11)

• A large deviation result for parameter estimators and its application to nonlinear regression analysis
• The large deviation results for the nonlinear regression model with dependent errors
• Large deviation for a least squares estimator in a nonlinear regression model
• scientific article; zbMATH DE number 4147338 (Why is no real title available?)
• scientific article; zbMATH DE number 1159745 (Why is no real title available?)
• Complete convergence of weighted sums of martingale differences and statistical applications
• Large deviations for randomly weighted least squares estimator in a nonlinear regression model
• A large deviation result for the least squares estimators in nonlinear regression
• Complete and complete moment convergence for martingale difference sequence under exponential moment conditions
• Limit behaviors of regression function estimator with martingale difference errors
• A note on inequalities for probabilities of large deviations of estimators in nonlinear regression models

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