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

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...

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Autors principals: FuChang, GAO, Jon A., WELLNER
Format: Artigo
Idioma:Inglês
Publicat: 2009
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Accés en línia:https://ncbi.nlm.nih.gov/pmc/articles/PMC2929990/
https://ncbi.nlm.nih.gov/pubmed/20808736
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s11425-009-0102-y
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