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Supremal inequalities for convex M-estimators with applications to complete and quick convergence (2311.17623v1)
Published 29 Nov 2023 in math.ST and stat.TH
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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