On the last time and the number of times an estimator is more than \(\epsilon\) from its target value
DOI10.1214/aos/1176348533zbMath0759.62014OpenAlexW2093001976MaRDI QIDQ1192984
Publication date: 27 September 1992
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348533
asymptotic relative efficiencydensity estimationlimit distributionsasymptotic optimalityempirical distributionsequential testsstrongly consistent estimatorGlivenko-Cantellisupremum distancemultidimensional parametersgeneral distance functionslast \(n\)maximum likelihood estimator sequencenumber of epsilon- missessequential confidence regionstests with power 1
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Sequential statistical analysis (62L10)
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