Rates of convergence for the maximum likelihood estimator in mixture models
- 1 January 1996
- journal article
- research article
- Published by Taylor & Francis in Journal of Nonparametric Statistics
- Vol. 6 (4) , 293-310
- https://doi.org/10.1080/10485259608832677
Abstract
This paper studies the maximum likelihood estimator of an unknown density , where is a given convex class of densities. In a mixture model, can be seen as the convex hull of a collection of kernels. It is shown that the dimension of and the behaviour of f 0 near zero determine a rate of convergence in Hellinger distance of .Keywords
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