Arbeitspapier
Maximal uniform convergence rates in parametric estimation problems
This paper considers parametric estimation problems with i.i.d. data. It focusses on rate-effciency, in the sense of maximal possible convergence rates of stochastically bounded estimators, as an optimality criterion, largely unexplored in parametric estimation. Under mild conditions, the Hellinger metric, defined on the space of parametric probability measures, is shown to be an essentially universally applicable tool to determine maximal possible convergence rates.
- Language
-
Englisch
- Bibliographic citation
-
Series: cemmap working paper ; No. CWP06/05
- Classification
-
Wirtschaft
Estimation: General
- Subject
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parametric estimators , uniform convergence , Hellinger distance , Locally Asymptotically Quadratic (LAQ) Families
Schätztheorie
Statistischer Test
- Event
-
Geistige Schöpfung
- (who)
-
Beckert, Walter
McFadden, Daniel L.
- Event
-
Veröffentlichung
- (who)
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Centre for Microdata Methods and Practice (cemmap)
- (where)
-
London
- (when)
-
2005
- DOI
-
doi:10.1920/wp.cem.2005.0605
- Handle
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Beckert, Walter
- McFadden, Daniel L.
- Centre for Microdata Methods and Practice (cemmap)
Time of origin
- 2005
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