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On the rate of convergence of the maximum likelihood estimator of a k-monotone density
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作者 wellner jon a 《Science China Mathematics》 SCIE 2009年第7期1525-1538,共14页
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]... 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. 展开更多
关键词 bracketing metric entropy maximum likelihood estimator Hellinger distance 62G05 46B50
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