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Moderate deviations for estimators under an exponentiallystochastic differentiability condition
GAO Fu-qing * #,LIU Qiao-jing
School of Mathematics and Statistics, Wuhan University, Wuhan 430072
*Correspondence author
#Submitted by
Subject:
Funding:
Specialized Research Fund for the Doctoral Program of Higher Education of China (No.20130141110076), National Natural Science Foundation of China(No.11571262)
We introduce an exponentially stochastic differentiability condition to study moderate deviations for M-estimators. Under the condition, a moderate deviation principle is established. Some sufficient conditions of the exponentially stochastic differentiability and examples are also given.