RESEARCH ARTICLE

Moderate deviations for estimators under exponentially stochastic differentiability conditions

  • Fuqing GAO ,
  • Qiaojing LIU
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  • School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China

Received date: 28 Oct 2016

Accepted date: 30 Sep 2017

Published date: 12 Jan 2018

Copyright

2017 Higher Education Press and Springer-Verlag GmbH Germany, part of Springer Nature

Abstract

We introduce two exponentially stochastic differentiability conditions to study moderate deviations for M-estimators. Under a generalized exponentially stochastic differentiability condition, a moderate deviation principle is established. Some sufficient conditions of the exponentially stochastic differentiability and examples are also given.

Cite this article

Fuqing GAO , Qiaojing LIU . Moderate deviations for estimators under exponentially stochastic differentiability conditions[J]. Frontiers of Mathematics in China, 2018 , 13(1) : 25 -40 . DOI: 10.1007/s11464-017-0668-6

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