Literature DB >> 22423315

A local maximal inequality under uniform entropy.

Aad van der Vaart1, Jon A Wellner.   

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.

Entities:  

Year:  2011        PMID: 22423315      PMCID: PMC3299941          DOI: 10.1214/11-EJS605

Source DB:  PubMed          Journal:  Electron J Stat        ISSN: 1935-7524            Impact factor:   1.125


  3 in total

1.  Correcting an estimator of a multivariate monotone function with isotonic regression.

Authors:  Ted Westling; Mark J van der Laan; Marco Carone
Journal:  Electron J Stat       Date:  2020-08-15       Impact factor: 1.125

2.  The Highly Adaptive Lasso Estimator.

Authors:  David Benkeser; Mark van der Laan
Journal:  Proc Int Conf Data Sci Adv Anal       Date:  2016-12-26

3.  A Generally Efficient Targeted Minimum Loss Based Estimator based on the Highly Adaptive Lasso.

Authors:  Mark van der Laan
Journal:  Int J Biostat       Date:  2017-10-12       Impact factor: 0.968

  3 in total

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