On the rate of convergence of the maximum likelihood estimator of a k-monotone density

被引：0

作者：

FuChang Gao

Jon A. Wellner

机构：

[1] University of Idaho,Department of Mathematics

[2] University of Washington,Department of Statistics

来源：

Science in China Series A: Mathematics | 2009年 / 52卷

关键词：

bracketing metric entropy; maximum likelihood estimator; Hellinger distance; 62G05; 46B50;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Bounds for the bracketing entropy of the classes of bounded k-monotone functions on [0, A] are obtained under both the Hellinger distance and the Lp(Q) distance, where 1 ⩽ p < ∞ and Q is a probability measure on [0,A]. The result is then applied to obtain the rate of convergence of the maximum likelihood estimator of a k-monotone density.

引用

页码：1525 / 1538

页数：13

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