Hellinger-consistency of certain nonparametric maximum likelihood estimators
From MaRDI portal
Publication:2366725
DOI10.1214/aos/1176349013zbMath0779.62033OpenAlexW2051387260MaRDI QIDQ2366725
Publication date: 23 August 1993
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349013
entropyconsistencystrong law of large numbersHellinger distancemaximum likelihood estimatorentropy conditionsboundempirical processuniform SLLN
Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)
Related Items
Rates of convergence for minimum contrast estimators, Laslett's line segment problem, Global rates of convergence of the MLEs of log-concave and \(s\)-concave densities, Efficient nonparametric estimation of distribution for current status censoring, Statistical estimation with model selection, Semiparametric estimation of signaling games with equilibrium refinement, Bracketing metric entropy rates and empirical central limit theorems for function classes of Besov- and Sobolev-type, Rank regression for current status data, Rho-estimators for shape restricted density estimation, Consistent maximum likelihood estimation of a unimodal density using shape restrictions, Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures, Donsker-type theorems for nonparametric maximum likelihood estimators, Confidence intervals of the premiums of optimal bonus malus systems, Adaptive estimation of the conditional cumulative distribution function from current status data, Asymptotic normality of the NPMLE of linear functionals for interval censored data, case 1, The limiting behavior of isotonic and convex regression estimators when the model is misspecified, Nonparametric identification and estimation of current status data in the presence of death, Exponential bounds and convergence rates of sieve estimators for functional autoregressive processes, Optimal estimation and computational limit of low-rank Gaussian mixtures, On density and regression estimation with incomplete data, On an exponential bound for the Kaplan-Meier estimator, Global rates of convergence of the MLE for multivariate interval censoring, Cumulative distribution function estimation under interval censoring case 1, Exponential bounds for minimum contrast estimators, Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density, Rates of convergence for the maximum likelihood estimator in mixture models, Adaptive risk bounds in unimodal regression, Optimal rates of statistical seriation, Nonparametric estimators of survival function under the mixed case interval-censored model with left truncation, Current status data with competing risks: consistency and rates of convergence of the MLE, The consistency of posterior distributions in nonparametric problems, A maximal inequality for continuous martingales and \(M\)-estimation in a Gaussian white noise model, A new perspective on least squares under convex constraint, Contraction and uniform convergence of isotonic regression, MAXIMAL UNIFORM CONVERGENCE RATES IN PARAMETRIC ESTIMATION PROBLEMS, Asymptotic theory for maximum likelihood in nonparametric mixture models, Strong uniform consistency of nonparametric estimation of the censored conditional mode function, Bayesian mode regression using mixtures of triangular densities, Near universal consistency of the maximum pseudolikelihood estimator for discrete models, Isotonic regression in multi-dimensional spaces and graphs, On Bernstein type inequalities for stochastic integrals of multivariate point processes, Geometric representation of association between categories, Nonparametric maximum likelihood density estimation and simulation-based minimum distance estimators, Smoothed nonparametric estimation in window censored semi-Markov processes, Concentration inequalities and asymptotic results for ratio type empirical processes, Nonparametric estimation for censored lifetimes suffering from unknown selection bias, On risk bounds in isotonic and other shape restricted regression problems, Semiparametric estimation for the non-mixture cure model in case-cohort and nested case-control studies, Hierarchical classes modeling of rating data, Parametric estimation. Finite sample theory, Global risk bounds and adaptation in univariate convex regression, LOCALIZED MODEL SELECTION FOR REGRESSION, Set structured global empirical risk minimizers are rate optimal in general dimensions, Confidence intervals of the hazard rate function for discrete distributions using mixtures, Efficient estimation for the proportional hazards model with interval censoring, Bootstrap confidence intervals in mixtures of discrete distributions, Efficient sieve maximum likelihood estimation of time-transformation models, On the rate of convergence of the maximum likelihood estimator of a \(k\)-monotone density, Information-theoretic determination of minimax rates of convergence, Isotonic regression in general dimensions, Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation, Adaptive Warped Kernel Estimators, Convex models, MLE and misspecification, Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities., Convergence rates for density estimation with Bernstein polynomials., Risk bounds in isotonic regression, The statistical work of Lucien Le Cam., Asymptotic normality in mixture models, A note on estimating a partly linear model under monotonicity constraints, M-estimation using penalties or sieves