Convergence rate of sieve estimates

DOI10.1214/aos/1176325486zbMath0805.62008OpenAlexW2029115180MaRDI QIDQ1339681

Publication date: 16 January 1995

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176325486

zbMATH Keywords

convergence rate maximum likelihood estimates approximation error method of sieves general theory robust nonparametric regression variances sieve estimates local expected values metric entropy function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Foundations and philosophical topics in statistics (62A01)

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