Entropy estimate for high-dimensional monotonic functions

AbstractWe 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 p<d/(d-1) and p>d/(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