Asymptotic Convergence

  • Chong Gu
Part of the Springer Series in Statistics book series (SSS)

Abstract

In this chapter, we develop an asymptotic theory concerning the rates of convergence of penalized likelihood estimates to the target functions as the sample size goes to infinity. The rates are calculated in terms of problem-specific loss functions derived from the respective stochastic settings.

Keywords

Convergence Rate Fourier Coefficient Asymptotic Convergence Fourier Series Expansion Hazard Estimate 
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Copyright information

© Springer Science+Business Media New York 2002

Authors and Affiliations

  • Chong Gu
    • 1
  1. 1.Department of StatisticsPurdue UniversityWest LafayetteUSA

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