Rates of convergence of L_p-estimators for a density with an infinity cusp

DOI10.1016/S0378-3758(99)00017-8MaRDI QIDQ1125541zbMATH OpenFDO

Authors Miguel A. Arcones

Publication date 27 February 2001

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

fast rate of convergenceLp-estimatorsnon-regular estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

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Cites work

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• scientific article; zbMATH DE number 3518096 (Why is no real title available?)
• scientific article; zbMATH DE number 3336465 (Why is no real title available?)
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• Asymptotic methods in statistical decision theory
• Distributional convergence of M-estimators under unusual rates
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• Maximum likelihood estimation of translation parameter of truncated distribution. II
• Non-regular statistical estimation
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• The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
• Weak convergence for the row sums of a triangular array of empirical processes under bracketing conditions

Cited in

(4)

• Estimates of the rate of approximation in the CLT for $L_1$-norm of density estimators
• General \(M\)-estimation and its bootstrap
• Estimation of central shapes of error distributions in linear regression problems
• Distributional convergence of M-estimators under unusual rates

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