Some strong limit theorems for M-estimators (Q1343580): Difference between revisions
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Revision as of 19:25, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some strong limit theorems for M-estimators |
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Some strong limit theorems for M-estimators (English)
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21 April 1996
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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.
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M-estimators
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Talagrand isoperimetric inequality
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laws of the iterated logarithm
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empirical processes
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rates of convergence
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cubic root asymptotics
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Bahadur-Kiefer representations
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