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  • 标题:A local maximal inequality under uniform entropy
  • 本地全文:下载
  • 作者:Aad van der Vaart ; Jon A. Wellner
  • 期刊名称:Electronic Journal of Statistics
  • 印刷版ISSN:1935-7524
  • 出版年度:2011
  • 卷号:5
  • 页码:192-203
  • DOI:10.1214/11-EJS605
  • 语种:English
  • 出版社:Institute of Mathematical Statistics
  • 摘要: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.
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