Large deviations for M-estimators

zbMATH Open1129.62015MaRDI QIDQ876776FDOQ876776

Authors: Cyrille Joutard 

Publication date: 27 April 2007

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

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zbMATH Keywords

generalized linear modelsnonlinear modelselliptic models\(M\)-estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Large deviations (60F10) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)

Cited In (14)

• Large deviations for estimators of some threshold parameters
• Some strong limit theorems for M-estimators
• Delta method in large deviations and moderate deviations for estimators
• Moderate deviations for \(M\)-estimators
• Moderate and Cramér-type large deviation theorems for M-estimators
• Moderate deviations for M-estimators in linear models with \(\phi\)-mixing errors
• Moderate deviation principle for maximum-likelihood estimator
• Large deviation principle for moment map estimation
• Large deviations for M-estimators
• Large deviations of generalized method of moments and empirical likelihood estimators
• Large-deviation inequalities for parameter estimators in stochastic systems
• Large deviations behavior for the quadratic error of density estimate
• Asymptotic properties for M-estimators in linear models with dependent random errors
• A large deviation result for parameter estimators and its application to nonlinear regression analysis

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