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2013 Global rates of convergence of the MLE for multivariate interval censoring
Fuchang Gao, Jon A. Wellner
Electron. J. Statist. 7: 364-380 (2013). DOI: 10.1214/13-EJS777

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 $\gamma =(5d-4)/6$.

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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

Information

Published: 2013
First available in Project Euclid: 28 January 2013

zbMATH: 1336.62128
MathSciNet: MR3020425
Digital Object Identifier: 10.1214/13-EJS777

Subjects:
Primary: 62G07, 62H12
Secondary: 62G05, 62G20

Rights: Copyright © 2013 The Institute of Mathematical Statistics and the Bernoulli Society

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