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Maximum Penalized Likelihood Estimation

Volume I: Density Estimation

Paperback Engels 2010 9781441929280
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

This book deals with parametric and nonparametric density estimation from the maximum (penalized) likelihood point of view, including estimation under constraints. The focal points are existence and uniqueness of the estimators, almost sure convergence rates for the L1 error, and data-driven smoothing parameter selection methods, including their practical performance. The reader will gain insight into technical tools from probability theory and applied mathematics.

Specificaties

ISBN13:9781441929280
Taal:Engels
Bindwijze:paperback
Aantal pagina's:512
Uitgever:Springer New York
Druk:0

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Inhoudsopgave

Parametric Maximum Likelihood Estimation * Parametric Maximum Likelihood Estimation in Action * Kernel Density Estimation * Maximum Likelihood Density Estimation * Monotone and Unimodal Densities * Choosing the Smoothing Parameter * Nonparametric Density Estimation in Action * Convex Minimization in Finite Dimensional Spaces * Convex Minimization in Infinite Dimensional Spaces * Convexity in Action

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        Maximum Penalized Likelihood Estimation