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

MSC:
62F12 Asymptotic properties of parametric estimators
60F10 Large deviations
62J02 General nonlinear regression
Keywords:
M-estimators
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