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
收藏
页码：1525 / 1538
页数：13
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