| Literature DB >> 22423315 |
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