Moderate deviations for M-estimators

被引：14
|
作者：
Arcones, MA [1 ]
机构：
[1] SUNY Binghamton, Dept Math Sci, Binghamton, NY 13902 USA
来源：
TEST | 2002年 / 11卷 / 02期
关键词：
M-estimators; moderate deviations; maximum likelihood estimators;
D O I：
10.1007/BF02595717
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
General sufficient conditions for the moderate deviations of M-estimators are presented. These results are applied to many different types of M-estimators such as the p-th quantile, the spatial median, the least absolute deviation estimator in linear regression, maximum likelihood estimators and other location estimators. Moderate deviations theorems from empirical processes are applied.
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页码：465 / 500
页数：36
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