Moderate Deviations for M-estimators

• Autores: Miguel A. Arcones
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 11, Nº. 2, 2002, págs. 465-500
• Idioma: inglés
• DOI: 10.1007/bf02595717
• Texto completo no disponible (Saber más ...)
• Resumen

  • 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.