Rates of convergence for minimum contrast estimators (Q1326244): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rates of convergence for minimum contrast estimators |
scientific article |
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Rates of convergence for minimum contrast estimators (English)
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6 February 1995
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The paper concerns minimum contrast estimators in a nonparameteric setting for independent observations. The main theorem relates the rate of convergence of those estimators to the entropy structure of the space of parameters. The cases of optimal and suboptimal rates are considered. Several examples illustrate the proved results.
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optimal rates of convergence
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minimum contrast estimators
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independent observations
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rate of convergence
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entropy structure
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space of parameters
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suboptimal rates
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examples
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