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Resumen de Moderate Deviations for M-estimators

Miguel A. Arcones

  • 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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