Abstract
We derive an upper bound for the mean of the supremum of the empirical process indexed by a class of functions that are known to have variance bounded by a small constant δ. The bound is expressed in the uniform entropy integral of the class at δ. The bound yields a rate of convergence of minimum contrast estimators when applied to the modulus of continuity of the contrast functions.
Original language | English |
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Pages (from-to) | 192-203 |
Number of pages | 12 |
Journal | Electronic Journal of Statistics |
Volume | 5 |
DOIs | |
Publication status | Published - 2011 |