A Local Maximal Inequality under Uniform Entropy

来源 :The Third IMS-China International Conference on Statistics a | 被引量 : 0次 | 上传用户:zpf363188069
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  I will present a new upper bound for the mean of the supremum of the empirical process indexed by a class of functions that are known to have variance bouuded 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 contravst functions.The proof uses convex analysis, and in partictflar the notion of the perspective off a concave or convex function.
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