A local maximal inequality under uniform entropy
Statistics Theory
2010-12-30 v1 Statistics Theory
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 . The bound is expressed in the uniform entropy integral of the class at . The bound yields a rate of convergence of minimum contrast estimators when applied to the modulus of continuity of the contrast functions.
Cite
@article{arxiv.1012.5533,
title = {A local maximal inequality under uniform entropy},
author = {Aad van der Vaart and Jon A. Wellner},
journal= {arXiv preprint arXiv:1012.5533},
year = {2010}
}
Comments
11 pages; submitted to: Electronic Journal of Statistics