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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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Publicado en:Ann Stat
Autores principales: Doss, Charles R., Wellner, Jon A.
Formato: Artigo
Lenguaje:Inglês
Publicado: 2016
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Acceso en línea: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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