On the rate of convergence of the maximum like-lihood estimator of a k-monotone density

Sci China Ser A Math. 2009 Jul;52(7):1525-1538. doi: 10.1007/s11425-009-0102-y.

Abstract

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.