Maximal inequalities for degenerate \(U\)-processes with applications to optimization estimators (Q1327851): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
(3 intermediate revisions by 2 users not shown) | |||
Property / reviewed by | |||
Property / reviewed by: János Sztrik / rank | |||
Property / reviewed by | |||
Property / reviewed by: János Sztrik / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1214/aos/1176325377 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2083194629 / rank | |||
Normal rank |
Latest revision as of 20:16, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Maximal inequalities for degenerate \(U\)-processes with applications to optimization estimators |
scientific article |
Statements
Maximal inequalities for degenerate \(U\)-processes with applications to optimization estimators (English)
0 references
29 June 1994
0 references
Maximal inequalities for degenerate \(U\)-processes of order \(k\), \(k \geq 1\), are established. The results rest on a moment inequality for \(k\)th- order forms and the extensions of chaining and symmetrization inequalities from the theory of empirical processes. Rates of uniform convergence are obtained. The maximal inequalities can be used to determine the limiting distribution of estimators that optimize criterion functions having \(U\)-process structure. As an application, a semiparametric regression estimator that maximizes a \(U\)-process of order 3 is shown to be \(\sqrt n\)-consistent and asymptotically normally distributed.
0 references
\(U\)-processes
0 references
maximal inequalities
0 references
moment inequality
0 references
symmetrization inequalities
0 references
empirical processes
0 references