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

DOI10.1016/0047-259X(89)90036-5zbMATH Open0703.62035MaRDI QIDQ916253FDOQ916253

Authors: P. Jeganathan 

Publication date: 1989

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

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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)

Cites Work

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• A large deviation result for parameter estimators and its application to nonlinear regression analysis
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• On the exponential rate of convergence of the least squares estimator in the nonlinear regression model with Gaussian errors
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Cited In (7)

• Almost exact distributions of estimators ii- hat nonlinear regression models
• Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications
• Title not available (Why is that?)
• Title not available (Why is that?)
• The large deviation results for the nonlinear regression model with dependent errors
• Large deviation inequalities of Bayesian estimator in nonlinear regression models
• Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency

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