English

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 δ\delta. The bound is expressed in the uniform entropy integral of the class at δ\delta. The bound yields a rate of convergence of minimum contrast estimators when applied to the modulus of continuity of the contrast functions.

Keywords

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

R2 v1 2026-06-21T17:04:19.485Z