Moderate Deviations for M-estimators in Linear Models with φ-mixing Errors  

作　　者：Jun FAN 

机构地区：[1]School of Science, Hebei University of Technology

出　　处：《Acta Mathematica Sinica,English Series》2012年第6期1275-1294,共20页数学学报（英文版）

基　　金：Supported by National Natural Science Foundation of China (Grant Nos. 10871153 and 10971047)

摘　　要：In this paper, the moderate deviations for the M-estimators of regression parameter in a linear model are obtained when the errors form a strictly stationary Ф-mixing sequence. The results are applied to study many different types of M-estimators such as Huber＇s estimator, L^P-regression estimator, least squares estimator and least absolute deviation estimator.In this paper, the moderate deviations for the M-estimators of regression parameter in a linear model are obtained when the errors form a strictly stationary Ф-mixing sequence. The results are applied to study many different types of M-estimators such as Huber＇s estimator, L^P-regression estimator, least squares estimator and least absolute deviation estimator.

关 键 词：Moderate deviations M-ESTIMATOR least absolute deviation estimator linear regression 

分 类 号：O212.1[理学—概率论与数理统计] O211.5[理学—数学]