Large deviations for M-estimators

zbMATH Open1129.62015MaRDI QIDQ876776FDOQ876776

Cyrille Joutard

Publication date: 27 April 2007

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

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 (9)

• 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 in linear models with \(\phi\)-mixing errors
• Large deviation principle for moment map estimation
• Large deviations for M-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

This page was built for publication: Large deviations for \(M\)-estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q876776)