Document Zbl 0661.62021

from until

One-Line Search

add line

Document Type:

Journal Articles

Collection Articles

Books

arXiv Preprints

Document Type:

Journal Articles

Collection Articles

Books

arXiv Preprints

Reset all

New Multi-Line Search

Help

Examples

Geometry Search for the term Geometry in any field. Queries are case-independent.

Funct* Wildcard queries are specified by * (e.g. functions, functorial, etc.). Otherwise the search is exact.

"Topological group" Phrases (multi-words) should be set in "straight quotation marks".

au: Bourbaki & ti: Algebra Search for author and title. The and-operator & is default and can be omitted.

Chebyshev | Tschebyscheff The or-operator | allows to search for Chebyshev or Tschebyscheff.

Quasi* map* py: 1989 The resulting documents have publication year 1989.

so: Eur* J* Mat* Soc* cc: 14 Search for publications in a particular source with a Mathematics Subject Classification code (cc) in 14.

"Partial diff* eq*" ! elliptic The not-operator ! eliminates all results containing the word elliptic.

dt: b & au: Hilbert The document type is set to books; alternatively: j for journal articles, a for book articles.

py: 2000-2015 cc: (94A | 11T) Number ranges are accepted. Terms can be grouped within (parentheses).

la: chinese Find documents in a given language. ISO 639-1 language codes can also be used.

Fields

any	anywhere
an	internal document identifier
au	author, editor
ai	internal author identifier
ti	title
la	language
so	source
ab	review, abstract
py	publication year
rv	reviewer
cc	MSC code
ut	uncontrolled term
dt	document type (j: journal article; b: book; a: book article)

Operators

a & b	logic and
a \| b	logic or
!ab	logic not
abc*	right wildcard
"ab c"	phrase
(ab c)	parentheses

A large deviation result for parameter estimators and its application to nonlinear regression analysis. (English) Zbl 0661.62021

Ann. Stat. 15, 1031-1049 (1987).

The authors generalize the work of I. A. Ibragimov and R. Z. Khas’minskij, Statistical estimation: Asymptotic theory. (1981; Zbl 0467.62026), and prove a law of large deviation (LLD) for M-estimators. They also apply this LLD to the problem of parametric nonlinear regression when the regression function is continuous and the errors are independent.

Reviewer: R.A.Khan

Cited in 3 Reviews

Cited in 18 Documents

MSC:

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

Keywords:

M-estimators

Citations:

Zbl 0467.62026

Cite Review PDF

Full Text: DOI