Supremal inequalities for convex M-estimators with applications to complete and quick convergence
Statistics Theory
2023-11-30 v1 Statistics Theory
Abstract
We consider M-estimators and derive supremal-inequalities of exponential-or polynomial type according as a boundedness- or a moment-condition is fulfilled. This enables us to derive rates of r-complete convergence and also to show r-qick convergence in the sense of Strasser.
Keywords
Cite
@article{arxiv.2311.17623,
title = {Supremal inequalities for convex M-estimators with applications to complete and quick convergence},
author = {Dietmar Ferger},
journal= {arXiv preprint arXiv:2311.17623},
year = {2023}
}
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24 pages