A note on L1consistent estimation

DOI10.2307/3314734MaRDI QIDQ3817451zbMATH OpenOpenAlexFDO

Authors Yannis G. Yatracos

Publication date 1988

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

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

zbMATH Keywords

\(L_ 1\)-distancedensity estimationentropyKolmogorov's chain argumentMinimum-distance estimatorsrates of convergenceregular classes of measuresVapnik- Cervonenkis exponents

Mathematics Subject Classification ID

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

Recommendations

• Rates of convergence of minimum distance estimators and Kolmogorov's entropy
• Notes on consistency of some minimum distance estimators with simulation results
• scientific article; zbMATH DE number 176113
• \(L_ 1\)-optimal estimates for a regression type function in \(R^ d\)
• On the Existence of Uniformly Consistent Estimates

Cites work

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

Cited in

(11)

• Rates of convergence of minimum distance estimators and Kolmogorov's entropy
• On the consistency of \(Q\)-matrix estimation: a commentary
• The minimax learning rates of normal and Ising undirected graphical models
• Minimum distance histograms with universal performance guarantees
• scientific article; zbMATH DE number 4155648 (Why is no real title available?)
• On the Existence of Uniformly Consistent Estimates
• scientific article; zbMATH DE number 176113 (Why is no real title available?)
• scientific article; zbMATH DE number 1053779 (Why is no real title available?)
• Almost sure classification of densities
• Plug-in \(L_2\)-upper error bounds in deconvolution, for a mixing density estimate in \(\mathbb{R}^d\) and for its derivatives, via the \(L_1\)-error for the mixture
• A Remark on Consistent Estimation

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