Probability inequalities for likelihood ratios and convergence rates of sieve MLEs

DOI10.1214/AOS/1176324524zbMATH Open0829.62002OpenAlexW2007525292MaRDI QIDQ1896258FDOQ1896258

Wing H. Wong, Xiaotong Shen

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

zbMATH Keywords

truncationHellinger distancerates of convergenceexponential inequalitysupremumsieve estimatorsKullback-Leibler numberlikelihood ratiosbracketing metric entropyHellinger entropyspace of densities

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Foundations and philosophical topics in statistics (62A01) Inequalities; stochastic orderings (60E15)

Cited In (96)

• Asymptotic theory for maximum likelihood in nonparametric mixture models
• On methods of sieves and penalization
• Likelihood inference in some finite mixture models
• Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
• M-estimation using penalties or sieves
• Semiparametric likelihood ratio inference
• Convergence rates of posterior distributions.
• Rates of convergence for the Gaussian mixture sieve.
• Smooth discrimination analysis
• Convergence of posterior distribution in the mixture of regressions
• Cross-validated SNP density estimates
• The statistical work of Lucien Le Cam.
• Efficient and robust density estimation using Bernstein type polynomials
• Convergence rates for density estimation with Bernstein polynomials.
• Borrowing strengh in hierarchical Bayes: posterior concentration of the Dirichlet base measure
• Bounds for Bayesian order identification with application to mixtures
• Posterior convergence rates of Dirichlet mixtures at smooth densities
• Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation
• Modern Bayesian asymptotics
• Estimation of the binary response model using a mixture of distributions estimator (MOD)
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• Global rates of convergence of the MLEs of log-concave and \(s\)-concave densities
• Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities
• Variance reduction for Markov chains with application to MCMC
• Donsker-type theorems for nonparametric maximum likelihood estimators
• Strong convergence of multivariate maxima
• Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures
• Cross-validation for comparing multiple density estimation procedures
• On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising
• Misspecification in infinite-dimensional Bayesian statistics
• Mutual information, metric entropy and cumulative relative entropy risk
• Bayesian estimation under informative sampling
• Bayesian model selection and model averaging
• Rates of convergence of posterior distributions.
• Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity.
• Convex models, MLE and misspecification
• Interval censored and truncated data: Rate of convergence of NPMLE of the density
• Posterior rates of convergence for Dirichlet mixtures of exponential power densities
• Adaptive Bayesian density estimation in \(L^p\)-metrics with Pitman-Yor or normalized inverse-Gaussian process kernel mixtures
• Robust and Scalable Bayes via a Median of Subset Posterior Measures
• Bayesian methods for the shape invariant model
• Rates of convergence for the maximum likelihood estimator in mixture models
• The consistency of posterior distributions in nonparametric problems
• Gibbs posterior inference on the minimum clinically important difference
• Bracketing metric entropy rates and empirical central limit theorems for function classes of Besov- and Sobolev-type
• Some theoretical results on neural spike train probability models
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• Efficient nonconvex sparse group feature selection via continuous and discrete optimization
• Efficient estimation of a varying-coefficient partially linear binary regression model
• Information-theoretic determination of minimax rates of convergence
• Posterior contraction of the population polytope in finite admixture models
• Risk bounds for mixture density estimation
• Predictability, complexity, and learning
• Bayesian density estimation for compositional data using random Bernstein polynomials
• Structural Pursuit Over Multiple Undirected Graphs
• A maximal inequality for continuous martingales and \(M\)-estimation in a Gaussian white noise model
• Semiparametric estimation of signaling games with equilibrium refinement
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• Sieve maximum likelihood estimation of the spatial autoregressive Tobit model
• Convergence rates of posterior distributions for non iid observations
• Convergence rates of MLE in a partly linear model
• Estimating the number of components in finite mixture models via the group-sort-fuse procedure
• Statistical estimation with model selection
• On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models
• Reconstruction of a directed acyclic graph with intervention
• On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models
• Anytime-Valid Tests of Conditional Independence Under Model-X
• Nonlinear Causal Discovery with Confounders
• On convergence rates of mixtures of polynomial experts
• Rates of Posterior Convergence for iid Observations
• Semi-parametric estimation of incubation and generation times by means of Laguerre polynomials
• Convergence rates of deep ReLU networks for multiclass classification
• Criteria for posterior consistency and convergence at a rate
• Likelihood Ratio Tests for a Large Directed Acyclic Graph
• Universal inference
• Empirical variance minimization with applications in variance reduction and optimal control
• Title not available (Why is that?)
• Frequentist validity of Bayesian limits
• Minimax rates for conditional density estimation via empirical entropy
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• Comprehensive study of variational Bayes classification for dense deep neural networks
• Statistical foundation of variational Bayes neural networks
• A central limit theorem for the Hellinger loss of Grenander‐type estimators
• High-dimensional Bernstein-von Mises theorem for the Diaconis-Ylvisaker prior
• Bayesian neural tree models for nonparametric regression
• Marginal analysis of current status data with informative cluster size using a class of semiparametric transformation cure models
• Poisson mean vector estimation with nonparametric maximum likelihood estimation and application to protein domain data
• \(\ell_{2,0}\)-norm based selection and estimation for multivariate generalized linear models
• Set structured global empirical risk minimizers are rate optimal in general dimensions
• Quantile regression neural networks: a Bayesian approach
• Estimation of the Life Expectancy of Tenants in the Middle Ages
• Efficient semiparametric copula estimation of regression models with endogeneity
• Two-level monotonic multistage recommender systems
• Coupled Generation
• Exponential bounds and convergence rates of sieve estimators for functional autoregressive processes

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