Moderate deviations for estimators under exponentially stochastic differentiability conditions  

作　　者：Fuqing GAO Qiaojing LIU 

机构地区：[1]School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China

出　　处：《Frontiers of Mathematics in China》2018年第1期25-40,共16页中国高等学校学术文摘·数学（英文）

摘　　要：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.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.

关 键 词：M-ESTIMATOR exponentially stochastic differentiability moderatedeviations 

分 类 号：TU311.3[建筑科学—结构工程] O212.6[理学—概率论与数理统计]