On local uniformity for estimators and confidence limits

DOI10.1016/S0378-3758(99)00144-5zbMath0982.62049MaRDI QIDQ1972158

Johann Pfanzagl

Publication date: 7 April 2002

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

rate of convergenceconfidence limitslocal uniformity

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

Related Items

An alternative approach to asymptotic optimality., Lower bounds to the accuracy of inference on heavy tails, Impossibility of consistent estimation of the distribution function of a sample maximum, Optimal third root asymptotic bounds in the statistical estimation of thresholds, Bootstrap based Trans-Gaussian Kriging, Inference for the mode of a log-concave density

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Achieving information bounds in non and semiparametric models
• Best attainable rates of convergence for estimates of parameters of regular variation
• On the optimal rates of convergence for nonparametric deconvolution problems
• Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
• Asymptotic methods in statistical decision theory
• On asymptotic normality of Hill's estimator for the exponent of regular variation
• Estimating a density under order restrictions: Nonasymptotic minimax risk
• Geometrizing rates of convergence. II
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes
• On nonparametric confidence intervals
• On rates and limit distributions
• Nonexistence of informative unbiased estimators in singular problems
• On the Optimality of Estimating the Tail Index and a Naive Estimator
• Optimal Rates of Convergence for Deconvolving a Density
• On the Best Obtainable Asymptotic Rates of Convergence in Estimation of a Density Function at a Point