Global Rates of Convergence of the MLE for Multivariate Interval Censoring

2012/10/02 by Jon A. Wellner, Wellner, Jon A., Fuchang Gao +1
Environmental Science · Mathematics · #62G05 #62G20 #62N01 #FOS: Mathematics #Hydrology and Drought Analysis #Statistical Distribution Estimation and Applications #Statistical Methods and Inference #Statistics Theory (math.ST)

paper · pdf · doi:10.48550/arxiv.1210.0807

openalex publication_date 2012/10/02 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We establish global rates of convergence of the Maximum Likelihood Estimator (MLE) of a multivariate distribution function 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)^γ for γ= (5d - 4)/6.

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