Probability inequalities for likelihood ratios and convergence rates of sieve MLEs
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Publication:1896258
DOI10.1214/aos/1176324524zbMath0829.62002MaRDI QIDQ1896258
Publication date: 27 September 1995
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176324524
truncation; exponential inequality; Hellinger distance; rates of convergence; likelihood ratios; sieve estimators; supremum; Kullback-Leibler number; bracketing metric entropy; Hellinger entropy; space of densities
62F12: Asymptotic properties of parametric estimators
62G20: Asymptotic properties of nonparametric inference
60E15: Inequalities; stochastic orderings
62A01: Foundations and philosophical topics in statistics
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