Exponential bounds for minimum contrast estimators (Q1951999): Difference between revisions

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+Model selection via testing: an alternative to (penalized) maximum likelihood estimators.
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+Rates of convergence for minimum contrast estimators
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+Minimum contrast estimators on sieves: Exponential bounds and rates of convergence
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+A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
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+Small sample asymptotic expansions for multivariate M-estimates
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+Robust Statistics
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+Large deviation and other results for minimum contrast estimators
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+Quantile Autoregression
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+A large deviation result for parameter estimators and its application to nonlinear regression analysis
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+Hellinger-consistency of certain nonparametric maximum likelihood estimators
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+Weak convergence and empirical processes. With applications to statistics
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