Probability inequalities for likelihood ratios and convergence rates of sieve MLEs
From MaRDI portal
Publication:1896258
DOI10.1214/aos/1176324524zbMath0829.62002OpenAlexW2007525292MaRDI 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
truncationexponential inequalityHellinger distancerates of convergencelikelihood ratiossieve estimatorssupremumKullback-Leibler numberbracketing metric entropyHellinger entropyspace of densities
Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15) Foundations and philosophical topics in statistics (62A01)
Related Items
Coupled Generation, Borrowing strengh in hierarchical Bayes: posterior concentration of the Dirichlet base measure, Global rates of convergence of the MLEs of log-concave and \(s\)-concave densities, Empirical variance minimization with applications in variance reduction and optimal control, Convergence rates of deep ReLU networks for multiclass classification, On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models, Bayesian estimation under informative sampling, Estimation of the Life Expectancy of Tenants in the Middle Ages, Statistical estimation with model selection, Semiparametric estimation of signaling games with equilibrium refinement, Bracketing metric entropy rates and empirical central limit theorems for function classes of Besov- and Sobolev-type, Unnamed Item, Universal inference, Poisson mean vector estimation with nonparametric maximum likelihood estimation and application to protein domain data, Unnamed Item, Frequentist validity of Bayesian limits, Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures, Semiparametric likelihood ratio inference, Gibbs posterior inference on the minimum clinically important difference, Mutual information, metric entropy and cumulative relative entropy risk, On methods of sieves and penalization, Donsker-type theorems for nonparametric maximum likelihood estimators, Efficient semiparametric copula estimation of regression models with endogeneity, Efficient nonconvex sparse group feature selection via continuous and discrete optimization, Semi-parametric estimation of incubation and generation times by means of Laguerre polynomials, Comprehensive study of variational Bayes classification for dense deep neural networks, Bayesian neural tree models for nonparametric regression, Statistical foundation of variational Bayes neural networks, Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation, Minimax rates for conditional density estimation via empirical entropy, Exponential bounds and convergence rates of sieve estimators for functional autoregressive processes, Strong convergence of multivariate maxima, Adaptive Bayesian density estimation in \(L^p\)-metrics with Pitman-Yor or normalized inverse-Gaussian process kernel mixtures, Bayesian density estimation for compositional data using random Bernstein polynomials, Variance reduction for Markov chains with application to MCMC, Bounds for Bayesian order identification with application to mixtures, On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising, Efficient estimation of a varying-coefficient partially linear binary regression model, Unnamed Item, A central limit theorem for the Hellinger loss of Grenander‐type estimators, High-dimensional Bernstein-von Mises theorem for the Diaconis-Ylvisaker prior, Convergence of posterior distribution in the mixture of regressions, Sieve maximum likelihood estimation of the spatial autoregressive Tobit model, Likelihood Ratio Tests for a Large Directed Acyclic Graph, Posterior rates of convergence for Dirichlet mixtures of exponential power densities, Rates of convergence for the maximum likelihood estimator in mixture models, Reconstruction of a directed acyclic graph with intervention, Bayesian methods for the shape invariant model, Likelihood inference in some finite mixture models, The consistency of posterior distributions in nonparametric problems, A maximal inequality for continuous martingales and \(M\)-estimation in a Gaussian white noise model, Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities, Bayesian model selection and model averaging, Quantile regression neural networks: a Bayesian approach, Asymptotic theory for maximum likelihood in nonparametric mixture models, Unnamed Item, Some theoretical results on neural spike train probability models, Criteria for posterior consistency and convergence at a rate, Modern Bayesian asymptotics, Estimation of the binary response model using a mixture of distributions estimator (MOD), On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models, Misspecification in infinite-dimensional Bayesian statistics, Unnamed Item, Predictability, Complexity, and Learning, Convergence rates of MLE in a partly linear model, Posterior convergence rates of Dirichlet mixtures at smooth densities, Rates of Posterior Convergence for iid Observations, Convergence rates of posterior distributions for non iid observations, Risk bounds for mixture density estimation, Cross-validation for comparing multiple density estimation procedures, Interval censored and truncated data: Rate of convergence of NPMLE of the density, Efficient and robust density estimation using Bernstein type polynomials, \(\ell_{2,0}\)-norm based selection and estimation for multivariate generalized linear models, Set structured global empirical risk minimizers are rate optimal in general dimensions, Structural Pursuit Over Multiple Undirected Graphs, Robust and Scalable Bayes via a Median of Subset Posterior Measures, Estimating the number of components in finite mixture models via the group-sort-fuse procedure, Two-level monotonic multistage recommender systems, On Convergence Rates of Mixtures of Polynomial Experts, Information-theoretic determination of minimax rates of convergence, Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity., Smooth discrimination analysis, Convergence rates of posterior distributions., Rates of convergence for the Gaussian mixture sieve., Convex models, MLE and misspecification, Rates of convergence of posterior distributions., Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities., Convergence rates for density estimation with Bernstein polynomials., The statistical work of Lucien Le Cam., Unnamed Item, Posterior contraction of the population polytope in finite admixture models, Cross-validated SNP density estimates, M-estimation using penalties or sieves
