Cube root asymptotics
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Publication:916274
DOI10.1214/aos/1176347498zbMath0703.62063MaRDI QIDQ916274
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
functional central limit theorem; empirical processes; maximum likelihood estimator; empirical process; examples; empirical measure; monotone density; limiting Gaussian process; continuous sample paths; VC class; almost-sure representation; Brownian motion with quadratic drift; least median of squares estimator; maximum of a Gaussian process; maximum score estimator; shorth
62F12: Asymptotic properties of parametric estimators
60G15: Gaussian processes
62G20: Asymptotic properties of nonparametric inference
62M99: Inference from stochastic processes
60F17: Functional limit theorems; invariance principles
62G99: Nonparametric inference
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