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. The bound is expressed in the uniform entropy integral of the class at δ. The bound yields a rate of convergence of minimum contrast estimators when applied to the modulus of continuity of the contrast functions.
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http://www.ncbi.nlm.nih.gov/pmc/articles/PMC3299941 | PMC |
http://dx.doi.org/10.1214/11-EJS605 | DOI Listing |
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