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Moderate deviations for M-estimators

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  • Miguel Arcones

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  • Miguel Arcones, 2002. "Moderate deviations for M-estimators," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 11(2), pages 465-500, December.
    • Handle: RePEc:spr:testjl:v:11:y:2002:i:2:p:465-500
    DOI: 10.1007/BF02595717
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    References listed on IDEAS

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    1. Jens Jensen & Andrew Wood, 1998. "Large Deviation and Other Results for Minimum Contrast Estimators," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 50(4), pages 673-695, December.
    2. Arcones, Miguel A., 1998. "Weak convergence of convex stochastic processes," Statistics & Probability Letters, Elsevier, vol. 37(2), pages 171-182, February.
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    Cited by:

    1. Reiß, Markus & Rozenholc, Yves & Cuenod, Charles A., 2011. "Pointwise adaptive estimation for quantile regression," SFB 649 Discussion Papers 2011-029, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    2. ROSS McVINISH & JUDITH ROUSSEAU & KERRIE MENGERSEN, 2009. "Bayesian Goodness of Fit Testing with Mixtures of Triangular Distributions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(2), pages 337-354, June.
    3. Guillin, A. & Liptser, R., 2005. "MDP for integral functionals of fast and slow processes with averaging," Stochastic Processes and their Applications, Elsevier, vol. 115(7), pages 1187-1207, July.

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