A note on inequalities for probabilities of large deviations of estimators in nonlinear regression models

DOI10.1016/0047-259X(89)90036-5MaRDI QIDQ916253zbMATH OpenFDO

Authors P. Jeganathan

Publication date 1989

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

M-estimatorsmaximum likelihood estimatorexponential inequalityB-estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Large deviations (60F10)

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• A large deviation result for parameter estimators and its application to nonlinear regression analysis
• On the exponential rate of convergence of the least squares estimator in the nonlinear regression model with Gaussian errors

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