A Note On A Nonparametric Maximum Penalized Likelihood Estimator Of The Probability Density Function Of A Positive Random Variable A Maple With Positive Support
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Author |
: V. K. Klonias |
Publisher |
: |
Total Pages |
: 9 |
Release |
: 1981 |
ISBN-10 |
: OCLC:227502058 |
ISBN-13 |
: |
Rating |
: 4/5 (58 Downloads) |
Synopsis A Note on a Nonparametric Maximum Penalized Likelihood Estimator of the Probability Density Function of a Positive Random Variable. A Maple with Positive Support by : V. K. Klonias
The 'first nonparametric maximum penalized likelihood density estimator of Good and Gaskins', corresponding to a penalty proportional to the Fisher information, is derived in the case that the density function has its support on the half-line. The computational feasibility as well as the consistency properties of the estimator are indicated. (Author).
Author |
: |
Publisher |
: |
Total Pages |
: 188 |
Release |
: 1981 |
ISBN-10 |
: CORNELL:31924057177028 |
ISBN-13 |
: |
Rating |
: 4/5 (28 Downloads) |
Synopsis Technical Abstract Bulletin by :
Author |
: |
Publisher |
: |
Total Pages |
: 1010 |
Release |
: 1982 |
ISBN-10 |
: UOM:39015034740244 |
ISBN-13 |
: |
Rating |
: 4/5 (44 Downloads) |
Synopsis Government Reports Annual Index by :
Sections 1-2. Keyword Index.--Section 3. Personal author index.--Section 4. Corporate author index.-- Section 5. Contract/grant number index, NTIS order/report number index 1-E.--Section 6. NTIS order/report number index F-Z.
Author |
: |
Publisher |
: |
Total Pages |
: 1016 |
Release |
: 1982 |
ISBN-10 |
: MINN:319510006566613 |
ISBN-13 |
: |
Rating |
: 4/5 (13 Downloads) |
Synopsis Government Reports Annual Index: Keyword A-L by :
Author |
: |
Publisher |
: |
Total Pages |
: 878 |
Release |
: 1982 |
ISBN-10 |
: STANFORD:36105013140293 |
ISBN-13 |
: |
Rating |
: 4/5 (93 Downloads) |
Synopsis Government Reports Announcements & Index by :
Author |
: P.P.B. Eggermont |
Publisher |
: Springer Nature |
Total Pages |
: 514 |
Release |
: 2020-12-15 |
ISBN-10 |
: 9781071612446 |
ISBN-13 |
: 1071612441 |
Rating |
: 4/5 (46 Downloads) |
Synopsis Maximum Penalized Likelihood Estimation by : P.P.B. Eggermont
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.
Author |
: A. M. Lubecke |
Publisher |
: |
Total Pages |
: 18 |
Release |
: 1984 |
ISBN-10 |
: OCLC:227624351 |
ISBN-13 |
: |
Rating |
: 4/5 (51 Downloads) |
Synopsis Nonparametric Maximum Penalized Likelihood Estimation of a Density from Arbitrarily Right-Censored Observations by : A. M. Lubecke
Based on arbitrarily right-censored observations from a probability density function f deg the existence and uniqueness of the maximum penalized likelihood estimator (MPLE) of f deg is proven. In particular, the first MPLE of Good and Gaskins of a density defined on (0, infinity) is shown to exist and to be unique under arbitrary right-censorship. Furthermore, the MPLE is in the form of a solution to a linear integral equation. (Author).
Author |
: P. Groeneboom |
Publisher |
: Springer Science & Business Media |
Total Pages |
: 140 |
Release |
: 1992-07-31 |
ISBN-10 |
: 3764327944 |
ISBN-13 |
: 9783764327941 |
Rating |
: 4/5 (44 Downloads) |
Synopsis Information Bounds and Nonparametric Maximum Likelihood Estimation by : P. Groeneboom
This book contains the lecture notes for a DMV course presented by the authors at Gunzburg, Germany, in September, 1990. In the course we sketched the theory of information bounds for non parametric and semiparametric models, and developed the theory of non parametric maximum likelihood estimation in several particular inverse problems: interval censoring and deconvolution models. Part I, based on Jon Wellner's lectures, gives a brief sketch of information lower bound theory: Hajek's convolution theorem and extensions, useful minimax bounds for parametric problems due to Ibragimov and Has'minskii, and a recent result characterizing differentiable functionals due to van der Vaart (1991). The differentiability theorem is illustrated with the examples of interval censoring and deconvolution (which are pursued from the estimation perspective in part II). The differentiability theorem gives a way of clearly distinguishing situations in which 1 2 the parameter of interest can be estimated at rate n / and situations in which this is not the case. However it says nothing about which rates to expect when the functional is not differentiable. Even the casual reader will notice that several models are introduced, but not pursued in any detail; many problems remain. Part II, based on Piet Groeneboom's lectures, focuses on non parametric maximum likelihood estimates (NPMLE's) for certain inverse problems. The first chapter deals with the interval censoring problem.
Author |
: André Michelle Lubecke |
Publisher |
: |
Total Pages |
: 140 |
Release |
: 1985 |
ISBN-10 |
: OCLC:16799783 |
ISBN-13 |
: |
Rating |
: 4/5 (83 Downloads) |
Synopsis Nonparametric Maximum Penalized Likelihood Estimation of Lifetime Density Functions by : André Michelle Lubecke
Author |
: P.P.B. Eggermont |
Publisher |
: Springer |
Total Pages |
: 512 |
Release |
: 2001-06-21 |
ISBN-10 |
: 0387952683 |
ISBN-13 |
: 9780387952680 |
Rating |
: 4/5 (83 Downloads) |
Synopsis Maximum Penalized Likelihood Estimation by : P.P.B. Eggermont
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.