Literature DB >> 20808736

On the rate of convergence of the maximum like-lihood estimator of a k-monotone density.

Gao Fuchang1, Wellner Jon A.   

Abstract

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 L(p)(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.

Entities:  

Year:  2009        PMID: 20808736      PMCID: PMC2929990          DOI: 10.1007/s11425-009-0102-y

Source DB:  PubMed          Journal:  Sci China Ser A Math        ISSN: 1862-2763


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