Exponential bounds for minimum contrast estimators

DOI10.1214/09-EJS352zbMath1326.62050arXiv0901.0655OpenAlexW2086271235MaRDI QIDQ1951999

Vladimir Spokoiny, Yuri K. Golubev

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.0655

zbMATH Keywords

rate functionquasi maximum likelihoodexponential risk boundssmooth contrast

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Point estimation (62F10) Generalized linear models (logistic models) (62J12)

Related Items

Upper functions for positive random functionals. I: General setting and Gaussian random functions, Spatial adaptation in heteroscedastic regression: propagation approach, Uniform bounds for norms of sums of independent random functions

Cites Work

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