A local maximal inequality under uniform entropy

DOI10.1214/11-EJS605zbMATH Open1268.60027arXiv1012.5533OpenAlexW1997817606WikidataQ41920973 ScholiaQ41920973MaRDI QIDQ1952182FDOQ1952182

Jon A. Wellner, Aad van der Vaart

Publication date: 28 May 2013

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

Abstract: We derive an upper bound for the mean of the supremum of the empirical process indexed by a class of functions that are known to have variance bounded by a small constant $delta$. The bound is expressed in the uniform entropy integral of the class at $delta$. The bound yields a rate of convergence of minimum contrast estimators when applied to the modulus of continuity of the contrast functions.

Full work available at URL: https://arxiv.org/abs/1012.5533

zbMATH Keywords

rate of convergenceempirical processmodulus of continuityminimum contrast estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15) Functional limit theorems; invariance principles (60F17) Foundations of stochastic processes (60G05)

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Cited In (22)

• A significance test for covariates in nonparametric regression
• Uniform in bandwidth consistency for various kernel estimators involving functional data
• Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications
• Robust uniform inference for quantile treatment effects in regression discontinuity designs
• On least squares estimation under heteroscedastic and heavy-tailed errors
• Rates of the strong uniform consistency with rates for conditional \(U\)-statistics estimators with general kernels on manifolds
• Convergence rates of least squares regression estimators with heavy-tailed errors
• A generally efficient targeted minimum loss based estimator based on the highly adaptive Lasso
• Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression
• Title not available (Why is that?)
• A new minimum contrast approach for inference in single-index models
• Surrogate losses in passive and active learning
• Sharp tail distribution estimates for the supremum of a class of sums of i.i.d. random variables
• Nonparametric bootstrap inference for the targeted highly adaptive least absolute shrinkage and selection operator (LASSO) estimator
• A unified criterion for the local uniform convergence of the density of the maximum
• Optimal Concentration of Information Content for Log-Concave Densities
• New concentration inequalities for suprema of empirical processes
• Regression in Tensor Product Spaces by the Method of Sieves
• Concentration inequalities for suprema of unbounded empirical processes
• Correcting an estimator of a multivariate monotone function with isotonic regression
• Moment Consistency of the Exchangeably Weighted Bootstrap for Semiparametric M-estimation
• Gaussian approximation of suprema of empirical processes

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