Large deviation for a least squares estimator in a nonlinear regression model
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DOI: 10.1016/j.spl.2014.04.022
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Cited by:
- Aiting Shen & Yu Zhang & Benqiong Xiao & Andrei Volodin, 2017. "Moment inequalities for m-negatively associated random variables and their applications," Statistical Papers, Springer, vol. 58(3), pages 911-928, September.
- Miao, Yu & Tang, Yanyan, 2021. "Large deviation inequalities of LS estimator in nonlinear regression models," Statistics & Probability Letters, Elsevier, vol. 168(C).
- Wenzhi Yang & Zhangrui Zhao & Xinghui Wang & Shuhe Hu, 2017. "The large deviation results for the nonlinear regression model with dependent errors," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(2), pages 261-283, June.
- Yu Miao & Yanyan Tang, 2023. "Large deviation inequalities of Bayesian estimator in nonlinear regression models," Statistical Inference for Stochastic Processes, Springer, vol. 26(1), pages 171-191, April.
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Keywords
Large deviation; Least squares estimator; Nonlinear regression model; ρ̃-mixing random variables; AANA random variables;All these keywords.
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