Large deviation inequalities of Bayesian estimator in nonlinear regression models

Yu Miao () and Yanyan Tang ()
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Yu Miao: Henan Normal University
Yanyan Tang: Henan Normal University

Statistical Inference for Stochastic Processes, 2023, vol. 26, issue 1, No 6, 191 pages

Abstract: Abstract In the present paper, we establish some large deviation inequalities of the Bayesian estimator for the nonlinear regression model under the conditions of dependent errors which extend the results in Jeganathan (J Multivar Anal 30(2):227–240, 1989) from independent errors and dependent sequences. As an application, we give an large deviation inequality for the Michaelis–Menten model.

Keywords: Bayesian estimator; Large deviation inequality; Nonlinear regression models; 62F15; 62J02; 60F10; 60E15 (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1007/s11203-022-09280-w

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