文章基本信息

标题：Global rates of convergence of the MLE for multivariate interval censoring
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作者：Fuchang Gao ; Jon A. Wellner
期刊名称：Electronic Journal of Statistics
印刷版ISSN：1935-7524
出版年度：2013
卷号：7
页码：364-380
DOI：10.1214/13-EJS777
语种：English
出版社：Institute of Mathematical Statistics
摘要：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 $\gamma =(5d-4)/6$.
关键词：Empirical processes;global rate;Hellinger met ric;interval censoring;multivariate;multivariate monotone functions.