A local maximal inequality under uniform entropy

Details A local maximal inequality under uniform entropy A local maximal inequality under uniform entropy

2010-12-26

arxiv.org/abs/1012.5533v1

Mathematics

Statistics Theory

11 pages; submitted to: Electronic Journal of Statistics

Scientific paper

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 $\delta$. The bound is expressed in the uniform entropy integral of the class at $\delta$. The bound yields a rate of convergence of minimum contrast estimators when applied to the modulus of continuity of the contrast functions.

Affiliated with

Also associated with

No associations

Rating

A local maximal inequality under uniform entropy does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with A local maximal inequality under uniform entropy, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A local maximal inequality under uniform entropy will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-532470