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A local maximal inequality under uniform entropy
Empirical process modulus of continuity minimum contrast estimator rate of convergence
2011/2/28
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 ...
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 $\delta$. The bound is expres...