| Literature DB >> 23991245 |
Abstract
We establish global rates of convergence of the Maximum Likelihood Estimator (MLE) of a multivariate distribution function on ℝ d in the case of (one type of) "interval censored" data. The main finding is that the rate of convergence of the MLE in the Hellinger metric is no worse than n-1/3(log n)γ for γ = (5d - 4)/6.Entities:
Keywords: Empirical processes; Hellinger metric; global rate; interval censoring; multivariate; multivariate monotone functions
Year: 2013 PMID： 23991245 PMCID： PMC3753818 DOI： 10.1214/13-EJS777
Source DB: PubMed Journal: Electron J Stat ISSN： 1935-7524 Impact factor: 1.125