Uniform central limit theorems for sieved maximum likelihood and trigonometric series estimators on the unit circle

DOI10.1214/09-IMSCOLL522zbMATH Open1243.60031MaRDI QIDQ2900966FDOQ2900966

Authors: Richard Nickl 

Publication date: 26 July 2012

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

Full work available at URL: https://projecteuclid.org/euclid.imsc/1265119278

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zbMATH Keywords

density estimationuniform central limit theoremorthogonal series estimatorsieved maximum likelihood estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Cited In (2)

• Nonparametric maximum likelihood density estimation and simulation-based minimum distance estimators
• Convergence de I'estimateur à noyau de dérivées de Radon-Nikodym générales dans le cas mélangeant

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