Open Access
2011 A local maximal inequality under uniform entropy
Aad van der Vaart, Jon A. Wellner
Electron. J. Statist. 5: 192-203 (2011). DOI: 10.1214/11-EJS605
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.

Copyright © 2011 The Institute of Mathematical Statistics and the Bernoulli Society
Aad van der Vaart and Jon A. Wellner "A local maximal inequality under uniform entropy," Electronic Journal of Statistics 5(none), 192-203, (2011). https://doi.org/10.1214/11-EJS605
Published: 2011
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