Article ID Journal Published Year Pages File Type
1147277 Journal of Multivariate Analysis 2007 14 Pages PDF
Abstract

We establish upper and lower bounds for the metric entropy and bracketing entropy of the class of d-dimensional bounded monotonic functions under Lp norms. It is interesting to see that both the metric entropy and bracketing entropy have different behaviors for pd/(d-1). We apply the new bounds for bracketing entropy to establish a global rate of convergence of the MLE of a d-dimensional monotone density.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis