Rate of convergence of nonparametric estimates of maximum-likelihood type (Q1821448): Difference between revisions
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Latest revision as of 04:47, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rate of convergence of nonparametric estimates of maximum-likelihood type |
scientific article |
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Rate of convergence of nonparametric estimates of maximum-likelihood type (English)
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1985
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The authors obtain the rate of convergence for non-parametric regression M-estimators in \(L_ 2\). For a class of smooth, monotonic and convex functions, they show that this rate cannot be improved (to within a constant). A series of special cases is considered. The rate of convergence of the non-linear M-estimators is better than that of any linear estimator.
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upperbound for risk
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maximum-likelihood type estimators
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finite Fisher information
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asymptotic form of minimax risk
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rate of convergence
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non- parametric regression M-estimators
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non-linear M-estimators
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linear estimator
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