It is shown that the convergence in law of estimators entails convergence uniformly over all Borel sets whenever the estimators are asymptotically equivariant in a suitable sense and the likelihood ratios of the sample are appropriately smooth. This result generalizes a recent result of Boos in many directions.
Publié le : 1987-12-14
Classification:
Strong convergence,
local asymptotic normality,
asymptotic equivariance,
62F12,
62G20
@article{1176350619,
author = {Jeganathan, P.},
title = {Strong Convergence of Distributions of Estimators},
journal = {Ann. Statist.},
volume = {15},
number = {1},
year = {1987},
pages = { 1699-1708},
language = {en},
url = {http://dml.mathdoc.fr/item/1176350619}
}
Jeganathan, P. Strong Convergence of Distributions of Estimators. Ann. Statist., Tome 15 (1987) no. 1, pp. 1699-1708. http://gdmltest.u-ga.fr/item/1176350619/