Journals Canadian Journal of Statistics
Name
Canadian Journal of Statistics
Subjects
Minimum‐distance estimation
Rates of convergence
Entropy
Density estimation
Kolmogorov's chain argument
Vapnik‐Cervonenkis classes
Rates of convergence
Entropy
Density estimation
Kolmogorov's chain argument
Vapnik‐Cervonenkis classes
ISSN
0319-5724
Description
Let (𝒳, 𝒜) be a space with a σ‐field, M = {Ps; s o} a family of probability measures on A, Θ arbitrary, X1,…,Xn independently and identically distributed P random variables. Metrize Θ with the L1 distance between measures, and assume identifiability. Minimum‐distance estimators are constructed that relate rates of convergence with Vapnik‐Cervonenkis exponents when M is “regular”. An alternative construction of estimates is offered via Kolmogorov's chain argument. Copyright © 1988 Statistical Society of Canada
Impact Factor (2 years)
1,229
Publisher
Wiley
Journal Webpage
Journal type
Open Access