Rates of convergence for the maximum likelihood estimator in the convolution model

• Autorzy: Majerski P.
• Języki publikacji: EN

Abstrakty

EN

Rates of convergence for the maximum likelihood estimator in the convolution model, obtained recently by S. van de Geer, are reconsidered and corrected.

Słowa kluczowe

EN

maximum likelihood estimator; entropy; Hellinger distance; rate of convergence

• Wydawca: AGH University of Science and Technology Press
• Czasopismo: Opuscula Mathematica
• Rocznik: 2006
• Tom: Vol. 26, no. 1
• Strony: 99--108
• Opis fizyczny: Bibliogr. 4 poz., rys.

Twórcy

autor

Majerski P.

• AGH University of Science and Technology, Faculty of Applied Mathematics, al. Mickiewicza 30, 30-059 Kraków, Poland,

Bibliografia

• [1] Birman M.S., Solomjak A., Piecewise-polynomial approximations of functions of the classes Walpha p, Mat. Sb. 73 (1967), 295-317.
• [2] Geer S., Van De, Empirical Process in M-Estimation, Cambridge: Cambridge University Press, 2000.
• [3] Geer S., Van De, Rates of convergence for the maximum likelihood estimator in mixture models, Nonparametric Statistics 6 (1996), 293-310.
• [4] Vaart A.W. Van der, Wellner J. A., Weak Convergence & Empirical Process. New York, Springer 1996