Donsker-type theorems for nonparametric maximum likelihood estimators

DOI10.1007/S00440-006-0031-4zbMATH Open1113.60028OpenAlexW2150631298MaRDI QIDQ880938FDOQ880938

Authors: Richard Nickl 

Publication date: 21 May 2007

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-006-0031-4

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• scientific article; zbMATH DE number 27020
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zbMATH Keywords

Convolution productsDifferentiable functionalsNonparametric maximum likelihood estimatorPlug-in propertyUniform central limit theorem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Central limit and other weak theorems (60F05) Topological linear spaces of test functions, distributions and ultradistributions (46F05)

Cites Work

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Cited In (21)

• On convergence and convolutions of random signed measures
• Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation
• Estimation of convolution in the model with noise
• Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity
• Non standard behavior of density estimators for functions of independent observations
• Uniform limit theorems for wavelet density estimators
• On the optimal estimation of probability measures in weak and strong topologies
• Uniform central limit theorems for kernel density estimators
• On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density
• An exponential inequality for the distribution function of the kernel density estimator, with applications to adaptive estimation
• Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
• Fast nonparametric estimation for convolutions of densities
• Bernstein-von Mises theorems for statistical inverse problems. II: Compound Poisson processes
• Bernstein--von Mises Theorems and Uncertainty Quantification for Linear Inverse Problems
• Efficient simulation-based minimum distance estimation and indirect inference
• Erratum to: ``Donsker type theorems for nonparametric maximum likelihood estimators. Probab. Theory Relat. Fields 138, 411-449 (2007)
• Nonparametric maximum likelihood density estimation and simulation-based minimum distance estimators
• A Donsker-type theorem for log-likelihood processes
• Uniform central limit theorems for the Grenander estimator
• Hellinger-consistency of certain nonparametric maximum likelihood estimators
• Uniform convergence of convolution estimators for the response density in nonparametric regression

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