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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)
Opened online:23 May 2017
Accepted by: none
Citation: GAO Fu-qing,LIU Qiao-jing.Moderate deviations for estimators under an exponentiallystochastic differentiability condition[OL]. [23 May 2017] http://en.paper.edu.cn/en_releasepaper/content/4735018
 
 
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.
Keywords:M-estimator; Moderate deviation; Exponentially stochastic differentiability condition
 
 
 

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