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 $\gamma =(5d-4)/6$.
Citation
Fuchang Gao. Jon A. Wellner. "Global rates of convergence of the MLE for multivariate interval censoring." Electron. J. Statist. 7 364 - 380, 2013. https://doi.org/10.1214/13-EJS777
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