Maximal uniform convergence rates in parametric estimation problems

DOI10.1017/S0266466609100063MaRDI QIDQ3557549zbMATH OpenOpenAlexFDO

Authors Walter Beckert, Daniel McFadden

Publication date 23 April 2010

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0266466609100063

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20)

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Cites work

• A characterization of limiting distributions of regular estimates
• An Efficient Semiparametric Estimator for Binary Response Models
• Asymptotics via empirical processes. With comments and a rejoinder by the author
• Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
• Convergence of stochastic processes
• Decision Rules, Based on the Distance, for Problems of Fit, Two Samples, and Estimation
• Distinguishability of Sets of Distributions
• Efficiency Bounds for Distribution-Free Estimators of the Binary Choice and the Censored Regression Models
• Geometrizing rates of convergence. II
• Geometrizing rates of convergence. III
• Hellinger-consistency of certain nonparametric maximum likelihood estimators
• scientific article; zbMATH DE number 5654889 (Why is no real title available?)
• Limiting properties of the least squares estimator of a continuous threshold autoregressive model
• On Convergence Rates in Nonparametric Problems
• Optimal global rates of convergence for nonparametric regression
• Optimal rates of convergence for nonparametric estimators
• Rates of convergence for minimum contrast estimators
• Sample Splitting and Threshold Estimation

Cited in

(8)

• On rates and limit distributions
• Optimal convergence rates of high order Parzen windows with unbounded sampling
• scientific article; zbMATH DE number 6378006 (Why is no real title available?)
• On Convergence Rates in Nonparametric Problems
• scientific article; zbMATH DE number 1112655 (Why is no real title available?)
• Parametric-rate inference for one-sided differentiable parameters
• scientific article; zbMATH DE number 7387543 (Why is no real title available?)
• Optimal-order uniform and nonuniform bounds on the rate of convergence to normality for maximum likelihood estimators

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