Probability inequalities for likelihood ratios and convergence rates of sieve MLEs (Q1896258)
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scientific article; zbMATH DE number 788304
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| English | Probability inequalities for likelihood ratios and convergence rates of sieve MLEs |
scientific article; zbMATH DE number 788304 |
Statements
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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0.8414628505706787
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0.8347941040992737
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0.8032222390174866
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0.7964800000190735
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0.7851153016090393
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