Cube root asymptotics

DOI10.1214/AOS/1176347498zbMATH Open0703.62063OpenAlexW1995642533MaRDI QIDQ916274FDOQ916274

Authors: Elsie Sterbin Gottlieb 

Publication date: 1990

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347498

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zbMATH Keywords

empirical processempirical processesfunctional central limit theoremmaximum likelihood estimatormonotone densityempirical measureexampleslimiting Gaussian processcontinuous sample pathsVC classalmost-sure representationBrownian motion with quadratic driftleast median of squares estimatormaximum of a Gaussian processmaximum score estimatorshorth

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes (62M99) Gaussian processes (60G15) Nonparametric inference (62G99) Functional limit theorems; invariance principles (60F17)

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