Supremal inequalities for convex M-estimators with applications to complete and quick convergence

Published 29 Nov 2023 in math.ST and stat.TH | (2311.17623v1)

Abstract: We consider M-estimators and derive supremal-inequalities of exponential-or polynomial type according as a boundedness- or a moment-condition is fulfilled. This enables us to derive rates of r-complete convergence and also to show r-qick convergence in the sense of Strasser.

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Dietmar Ferger

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