Moderate deviations for estimators under exponentially stochastic differentiability conditions

作者：Gao, Fuqing; Liu, Qiaojing^*

来源：Frontiers of Mathematics in China, 2018, 13(1): 25-40.

DOI：10.1007/s11464-017-0668-6

• M-estimator
• exponentially stochastic differentiability
• moderate deviations

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.

• 出版日期2018-2
• 单位武汉大学