Sharp rates of convergence of maximum likelihood estimators in nonparametric models
From MaRDI portal
Publication:4746658
DOI10.1007/BF00533748zbMath0508.62033MaRDI QIDQ4746658
Publication date: 1984
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
densities having bounded derivativeslocal properties of empirical distributionsharp rates of convergence of maximum likelihood estimators
Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)
Related Items
Rates of convergence for minimum contrast estimators, Estimating a density and its derivatives via the minimum distance method
Cites Work
- Contributions to a general asymptotic statistical theory. With the assistance of W. Wefelmeyer
- Convergence rate of a class of probability density estimates
- Approximation of product measures with an application to order statistics
- The oscillation behavior of empirical processes
- On the estimation of a probability density function by the maximum penalized likelihood method
- Consistency of two nonparametric maximum penalized likelihood estimators of the probability density function
- Limit theorems and inequalities for the uniform empirical process indexed by intervals
- Nonparametric maximum likelihood estimation of a probability density via mathematical programming
- Consistency of a certain class of empirical density functions
- Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
- A strong law of the empirical density function
- On some global measures of the deviations of density function estimates
- Über eine beste Ungleichung zwischen den Normen von f, f', f
- Nonparametric Roughness Penalties for Probability Densities
- On the Best Obtainable Asymptotic Rates of Convergence in Estimation of a Density Function at a Point
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item