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, Volume 11, Issue 2, pp 465–500 | Cite as

Moderate deviations for M-estimators

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Abstract

General sufficient conditions for the moderate deviations of M-estimators are presented. These results are applied to many different types of M-estimators such as thep-th quantile, the spatial median, the least absolute deviation estimator in linear regression, maximum likelihood estimators and other location estimators. Moderate deviations theorems from empirical processes are applied.

Key Words

M-estimators moderate deviations maximum likelihood estimators 

AMS subject classification

60F10 62E20 
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Copyright information

© Sociedad Española de Estadistica e Investigacion Operativa 2002

Authors and Affiliations

  1. 1.Department of Mathematical SciencesBinghamton UniversityBinghamtonUSA

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