On Rates and Limit Distributions

被引：0
|
作者：
J. Pfanzagl
机构：
[1] University of Cologne,Mathematical Institute
来源：
Annals of the Institute of Statistical Mathematics | 1999年 / 51卷
关键词：
Estimation; rates of convergence; asymptotic optimality;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
For regular parametric models, estimators converge uniformly at a rate n−1/2, and the limit distribution is normal with mean 0. The situation is different if the best possible rate is n−α, with α∈ (0, 1/2), as common for nonparametric models. In this case, uniformly attainable normal limit distributions with mean 0 are impossible.
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页码：755 / 778
页数：23
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