Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities
Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities
We study the rates of convergence of the maximum likelihood estimator (MLE) and posterior distribution in density estimation problems, where the densities are location or location-scale mixtures of normal distributions with the scale parameter lying between two positive numbers. The true density is also assumed to lie in this class …