Rates of convergence for minimum contrast estimators
type: Item
instance of: scholarly article
title: Rates of convergence for minimum contrast estimators
zbMATH Open document ID: 0805.62037
DOI: 10.1007/BF01199316
author: L. Birgé
author: Pascal Massart
publication date: 1995-02-06T00:00:00Z
review text: The paper concerns minimum contrast estimators in a nonparameteric setting for independent observations. The main theorem relates the rate of convergence of those estimators to the entropy structure of the space of parameters. The cases of optimal and suboptimal rates are considered. Several examples illustrate the proved results.
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62J02
zbMATH DE Number: 568983
zbMATH Keywords: optimal rates of convergence
zbMATH Keywords: minimum contrast estimators
zbMATH Keywords: independent observations
zbMATH Keywords: rate of convergence
zbMATH Keywords: entropy structure
zbMATH Keywords: space of parameters
zbMATH Keywords: suboptimal rates
zbMATH Keywords: examples
reviewed by: Marie Hušková
MaRDI profile type: Publication
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published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 568983