Abstract
This chapter gives some results on rates of convergence of M-estimators, including maximum likelihood estimators and least-squares estimators. We first state an abstract result, which is a generalization of the theorem on rates of convergence in Chapter 3.2, and next discuss some methods to establish the maximal inequalities needed for the application of this result. Our main interest is in M-estimators of infinite-dimensional parameters.
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© 1996 Springer Science+Business Media New York
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van der Vaart, A.W., Wellner, J.A. (1996). Rates of Convergence. In: Weak Convergence and Empirical Processes. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-2545-2_30
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DOI: https://doi.org/10.1007/978-1-4757-2545-2_30
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4757-2547-6
Online ISBN: 978-1-4757-2545-2
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