Moderate deviations for M-estimators

被引：13

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.

引用

页码：465 / 500

页数：36

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