Minimum contrast estimators on sieves: Exponential bounds and rates of convergence

Bernoulli

Volumn 4, Issue 3, 1998, Pages 329-375

  Birgé, Lucien ^a   Massart, Pascal ^b  

^a University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

^b CNRS   (France)

Author keywords

Empirical processes; Finite dimensional metric space; Maximum likelihood estimation; Minimum contrast estimators; Nonparametric estimation; Rates of convergence; Sieves

Indexed keywords

EID: 0000492892     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318720     Document Type: Article

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