Please use this identifier to cite or link to this item:
https://hdl.handle.net/20.500.14279/14489
Title: | A note on L<inf>1</inf> consistent estimation |
Authors: | Yatracos, Yannis G. |
Major Field of Science: | Social Sciences |
Field Category: | Media and Communications |
Keywords: | density estimation;entropy;Kolmogorov's chain argument;Minimumādistance estimation;rates of convergence;VapnikāCervonenkis classes |
Issue Date: | 1-Jan-1988 |
Source: | Canadian Journal of Statistics, Volume 16, Issue 3, September 1988, Pages 283-292 |
Journal: | Canadian Journal of Statistics |
Abstract: | Let (š³, š) be a space with a Ļāfield, M = {Ps; s o} a family of probability measures on A, Ī arbitrary, X1,ā¦,Xn independently and identically distributed P random variables. Metrize Ī with the L1 distance between measures, and assume identifiability. Minimumādistance estimators are constructed that relate rates of convergence with VapnikāCervonenkis exponents when M is āregularā. An alternative construction of estimates is offered via Kolmogorov's chain argument. Copyright Ā© 1988 Statistical Society of Canada |
URI: | https://hdl.handle.net/20.500.14279/14489 |
ISSN: | 03195724 |
DOI: | 10.2307/3314734 |
Type: | Article |
Publication Type: | Peer Reviewed |
Appears in Collections: | ĪĻĪøĻĪ±/Articles |
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