Probability inequalities for likelihood ratios and convergence rates of sieve MLEs (Q1896258)

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Probability inequalities for likelihood ratios and convergence rates of sieve MLEs
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    Probability inequalities for likelihood ratios and convergence rates of sieve MLEs (English)
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    27 September 1995
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    Hellinger distance
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    bracketing metric entropy
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    Kullback-Leibler number
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    exponential inequality
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    truncation
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    space of densities
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    supremum
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    likelihood ratios
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    Hellinger entropy
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    rates of convergence
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    sieve estimators
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