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GLOBAL RATES OF CONVERGENCE OF THE MLES OF LOG-CONCAVE AND s-CONCAVE DENSITIES
We establish global rates of convergence for the Maximum Likelihood Estimators (MLEs) of log-concave and s-concave densities on ℝ. The main finding is that the rate of convergence of the MLE in the Hellinger metric is no worse than n(−2/5) when −1 < s < ∞ where s = 0 corresponds to the log-con...
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| Pubblicato in: | Ann Stat |
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| Autori principali: | , |
| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
2016
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| Soggetti: | |
| Accesso online: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5619328/ https://ncbi.nlm.nih.gov/pubmed/28966409 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/15-AOS1394 |
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