Some strong limit theorems for M-estimators (Q1343580): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 03:00, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some strong limit theorems for M-estimators |
scientific article |
Statements
Some strong limit theorems for M-estimators (English)
0 references
21 April 1996
0 references
Using the Talagrand isoperimetric inequality, the author establishes some laws of the iterated logarithm for empirical processes rescaled in the ``time'' parameter. These laws are applied to obtain the LIL for \(M\)- estimators with unusual rates of convergence (in particular, with cubic root asymptotics instead of the usual rate \(((n/2) \log \log n)^{1/2})\). Some Bahadur-Kiefer representations for \(M\)-estimators are also given even when the rate is not the standard one.
0 references
M-estimators
0 references
Talagrand isoperimetric inequality
0 references
laws of the iterated logarithm
0 references
empirical processes
0 references
rates of convergence
0 references
cubic root asymptotics
0 references
Bahadur-Kiefer representations
0 references
