Frontiers of Mathematics in China >
Moderate deviations for estimators under exponentially stochastic differentiability conditions
Received date: 28 Oct 2016
Accepted date: 30 Sep 2017
Published date: 12 Jan 2018
Copyright
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.
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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