Rates of convergence for minimum contrast estimators. (English) Zbl 0805.62037

The paper concerns minimum contrast estimators in a nonparameteric setting for independent observations. The main theorem relates the rate of convergence of those estimators to the entropy structure of the space of parameters. The cases of optimal and suboptimal rates are considered. Several examples illustrate the proved results.
Reviewer: M.Huškova (Praha)


62G05 Nonparametric estimation
62G20 Asymptotic properties of nonparametric inference
62J02 General nonlinear regression
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