A note on L1consistent estimation

DOI10.2307/3314734zbMath0666.62040OpenAlexW2112122700MaRDI QIDQ3817451

Yannis G. Yatracos

Publication date: 1988

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

Full work available at URL: https://doi.org/10.2307/3314734

zbMATH Keywords

entropyrates of convergencedensity estimation\(L_ 1\)-distanceKolmogorov's chain argumentMinimum-distance estimatorsregular classes of measuresVapnik- Cervonenkis exponents

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Point estimation (62F10) Order statistics; empirical distribution functions (62G30)

Related Items (4)

Almost sure classification of densities ⋮ The minimax learning rates of normal and Ising undirected graphical models ⋮ Plug-in L₂-upper error bounds in deconvolution, for a mixing density estimate in R^d and for its derivatives, via the L₁-error for the mixture ⋮ Minimum distance histograms with universal performance guarantees

Cites Work

• Probability inequalities for empirical processes and a law of the iterated logarithm
• Rates of convergence of minimum distance estimators and Kolmogorov's entropy
• Asymptotic methods in statistical decision theory
• Bounds for the uniform deviation of empirical measures
• Central limit theorems for empirical measures
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• The Minimum Distance Method
• Probability Inequalities for Sums of Bounded Random Variables
• Distinguishability of Sets of Distributions
• On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities

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