Rate of convergence in the maximum likelihood estimation for partial discrete parameter, with applications to the cluster analysis and philology

E. Ostrovsky; L. Sirota; A. Zeldin

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arXiv · 1402.6409

Rate of convergence in the maximum likelihood estimation for partial discrete parameter, with applications to the cluster analysis and philology

E. Ostrovsky·L. Sirota·A. Zeldin

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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.

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E. Ostrovsky, L. Sirota, A. Zeldin. 2014-02-26. Rate of convergence in the maximum likelihood estimation for partial discrete parameter, with applications to the cluster analysis and philology. https://arxiv.org/abs/1402.6409

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