首页 | 本学科首页   官方微博 | 高级检索  
     检索      


A local maximal inequality under uniform entropy
Authors:van der Vaart Aad  Wellner Jon A
Institution:Department of Mathematics, Faculty of Sciences, Vrije Universiteit De Boelelaan 1081a, 1081 HV Amsterdam, aad@cs.vu.nl.
Abstract:We derive an upper bound for the mean of the supremum of the empirical process indexed by a class of functions that are known to have variance bounded by a small constant δ. The bound is expressed in the uniform entropy integral of the class at δ. The bound yields a rate of convergence of minimum contrast estimators when applied to the modulus of continuity of the contrast functions.
Keywords:
本文献已被 PubMed 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号