Rate of convergence in the maximum likelihood estimation for partial discrete parameter, with applications to the cluster analysis and philology
Statistics Theory
2014-02-27 v1 Statistics Theory
Abstract
The problem of estimation of the distribution parameters on the sample when the part of these parameters are discrete (e.g. integer) is considered. We prove that the rate of convergence of MLE estimates under the natural conditions on the distribution density is exponentially fast.
Keywords
Cite
@article{arxiv.1402.6409,
title = {Rate of convergence in the maximum likelihood estimation for partial discrete parameter, with applications to the cluster analysis and philology},
author = {E. Ostrovsky and L. Sirota and A. Zeldin},
journal= {arXiv preprint arXiv:1402.6409},
year = {2014}
}