抄録
Some sufficient conditions to establish the rate of convergence of certain M-estimators in a Gaussian white noise model are presented. They are applied to some concrete problems, including jump point estimation and nonparametric maximum likelihood estimation, for the regres-sion function. The results are shown by means of a maximal inequality for continuous martingales and some techniques developed recently in the context of empirical processes.
| 本文言語 | English |
|---|---|
| ページ（範囲） | 675-696 |
| ページ数 | 22 |
| ジャーナル | Annals of Statistics |
| 巻 | 27 |
| 号 | 2 |
| DOI | |
| 出版ステータス | Published - 1999 4月 |
| 外部発表 | はい |
ASJC Scopus subject areas
- 統計学および確率
- 統計学、確率および不確実性