MAXIMAL UNIFORM CONVERGENCE RATES IN PARAMETRIC ESTIMATION PROBLEMS
From MaRDI portal
Publication:3557549
DOI10.1017/S0266466609100063zbMath1185.62052MaRDI QIDQ3557549
Daniel McFadden, Walter Beckert
Publication date: 23 April 2010
Published in: Econometric Theory (Search for Journal in Brave)
62F12: Asymptotic properties of parametric estimators
62P20: Applications of statistics to economics
Cites Work
- Unnamed Item
- Optimal rates of convergence for nonparametric estimators
- Geometrizing rates of convergence. II
- Geometrizing rates of convergence. III
- Rates of convergence for minimum contrast estimators
- Asymptotics via empirical processes. With comments and a rejoinder by the author
- Optimal global rates of convergence for nonparametric regression
- Hellinger-consistency of certain nonparametric maximum likelihood estimators
- Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
- On Convergence Rates in Nonparametric Problems
- Efficiency Bounds for Distribution-Free Estimators of the Binary Choice and the Censored Regression Models
- Limiting properties of the least squares estimator of a continuous threshold autoregressive model
- Sample Splitting and Threshold Estimation
- An Efficient Semiparametric Estimator for Binary Response Models
- Distinguishability of Sets of Distributions
- A characterization of limiting distributions of regular estimates
- Decision Rules, Based on the Distance, for Problems of Fit, Two Samples, and Estimation
- Convergence of stochastic processes