The large deviation for the least squares estimator of nonlinear regression model based on WOD errors

Abstract

Abstract As a kind of dependent random variables, the widely orthant dependent random variables, or WOD for short, have a very important place in dependence structures for the intricate properties. And so its behavior and properties in different statistical models will be a major part in our research interest. Based on WOD errors, the large deviation results of the least squares estimator in the nonlinear regression model are established, which extend the corresponding ones for independent errors and some dependent errors.

Keywords

• widely orthant dependent random variables
• large deviation
• nonparametric regression model
• least squares estimator