Electronic Journal of Statistics
- Electron. J. Statist.
- Volume 7 (2013), 364-380.
Global rates of convergence of the MLE for multivariate interval censoring
Fuchang Gao and Jon A. Wellner
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Abstract
We establish global rates of convergence of the Maximum Likelihood Estimator (MLE) of a multivariate distribution function on ${\mathbb{R}}^{d}$ 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 $n^{-1/3}(\log n)^{\gamma}$ for $\gamma =(5d-4)/6$.
Article information
Source
Electron. J. Statist. Volume 7 (2013), 364-380.
Dates
First available in Project Euclid: 28 January 2013
Permanent link to this document
http://projecteuclid.org/euclid.ejs/1359382684
Digital Object Identifier
doi:10.1214/13-EJS777
Mathematical Reviews number (MathSciNet)
MR3020425
Zentralblatt MATH identifier
1336.62128
Subjects
Primary: 62G07: Density estimation 62H12: Estimation
Secondary: 62G05: Estimation 62G20: Asymptotic properties
Keywords
Empirical processes global rate Hellinger metric interval censoring multivariate multivariate monotone functions
Citation
Gao, Fuchang; Wellner, Jon A. Global rates of convergence of the MLE for multivariate interval censoring. Electron. J. Statist. 7 (2013), 364--380. doi:10.1214/13-EJS777. http://projecteuclid.org/euclid.ejs/1359382684.
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