Cube root asymptotics

DOI10.1214/AOS/1176347498zbMath0703.62063OpenAlexW1995642533MaRDI QIDQ916274

Publication date: 1990

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347498

zbMATH Keywords

functional central limit theorem empirical processes maximum likelihood estimator empirical process examples empirical measure monotone density limiting Gaussian process continuous sample paths VC class almost-sure representation Brownian motion with quadratic drift least median of squares estimator maximum of a Gaussian process maximum score estimator shorth

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Gaussian processes (60G15) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes (62M99) Functional limit theorems; invariance principles (60F17) Nonparametric inference (62G99)

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