On the rate of convergence of the maximum like-lihood estimator of a k-monotone density.
Bounds for the bracketing entropy of the classes of bounded k-monotone functions on [0, A] are obtained under both the Hellinger distance and the L(p)(Q) distance, where 1 ≤ p < ∞ and Q is a probability measure on [0, A]. The result is then applied to obtain the rate of convergence of the maximum likelihood estimator of a k-monotone density.
Fuchang
Gao
G
Department of Mathematics University of Idaho, Moscow, ID 83844-1103, USA  fuchang@uidaho.edu.
Jon A
Wellner
W
Stat Neerl. 2010 Feb 1;64(1):45-70
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