You are not currently logged in.
Access JSTOR through your library or other institution:
If You Use a Screen ReaderThis content is available through Read Online (Free) program, which relies on page scans. Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
A Regression Type Problem
Yannis G. Yatracos
The Annals of Statistics
Vol. 17, No. 4 (Dec., 1989), pp. 1597-1607
Published by: Institute of Mathematical Statistics
Stable URL: http://www.jstor.org/stable/2241653
Page Count: 11
Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Preview not available
Let X1, ⋯, Xn be random vectors that take values in a compact set in Rd, d = 1, 2. Let Y1, ⋯, Yn be random variables (the responses) which conditionally on X1 = x1, ⋯, Xn = xn are independent with densities f(y ∣ xi, θ(xi)), i = 1, ⋯, n. Assuming that θ lies in a sup-norm compact space Θ of real-valued functions, an L1-consistent estimator (of θ) is constructed via empirical measures. The rate of convergence of the estimator to the true parameter θ depends on Kolmogorov's entropy of Θ.
The Annals of Statistics © 1989 Institute of Mathematical Statistics