Non-Standard Rates of Convergence of Criterion-Function-Based Set Estimators
نویسندگان
چکیده
منابع مشابه
Non-Standard Rates of Convergence of Criterion-Function-Based Set Estimators
This paper establishes conditions for consistency and potentially non-standard rates of convergence for set estimators based on contour sets of criterion functions. These conditions cover the standard parametric rate n−1/2, non-standard polynomial rates such as n−1/3, and an extreme case of arbitrarily fast convergence. We also establish the validity of a subsampling procedure for constructing ...
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I declare that this essay is my own work done as part of the Part III Examination. It is the result of my own work, and except where stated otherwise, includes nothing which was performed in collaboration. No part of this essay has been submitted for a degree or any such qualification.
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2013
ISSN: 1556-5068
DOI: 10.2139/ssrn.2370487