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