On the errors committed by sequences of estimator functionals

DOI10.3103/S106653071104003XzbMath1341.60004OpenAlexW2053981435MaRDI QIDQ2261907

Steffen Grønneberg, Nils Lid Hjort

Publication date: 13 March 2015

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s106653071104003x

zbMATH Keywords

stochastic programmingGaussian processesasymptotic limitNelson-Aalen estimatorsequential confidence regionsestimator functionalsHadamard-differentiable statistical functionals

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic programming (90C15) Strong limit theorems (60F15)

Cites Work

• On the time a diffusion process spends along a line
• Tail behaviour for suprema of empirical processes
• The Glivenko-Cantelli problem
• On the last time and the number of times an estimator is more than \(\epsilon\) from its target value
• Fréchet differentiability, \(p\)-variation and uniform Donsker classes
• On the time and the excess of liner boundary crossing of sample sums
• Tail behaviour of Gaussian processes with applications to the Brownian pillow.
• About the constants in Talagrand's concentration inequalities for empirical processes.
• Second-order asymptotics for the number of times an estimator is more than \(\varepsilon\) from its target value
• Weak convergence and empirical processes. With applications to statistics
• Asymptotics of minimax stochastic programs
• Approximation Theorems of Mathematical Statistics
• Uniform Central Limit Theorems
• Fixed Width Confidence Interval ofP(X<Y) in Partial Sequential Sampling Scheme
• Rates of Convergence of Estimates and Test Statistics
• THE LIMITING DISTRIBUTION OF THE LAST TIME s _n ≥ n∈
• Statistical models based on counting processes
• New concentration inequalities in product spaces
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: On the errors committed by sequences of estimator functionals