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.

引用

页码：755 / 778

页数：23

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