On nonparametric maximum likelihood for a class of stochastic inverse problems

DOI10.1016/J.SPL.2005.12.019MaRDI QIDQ2494878zbMATH OpenOpenAlexFDO

Authors Djalil Chafaï, Jean-Michel Loubes

Publication date 30 June 2006

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0411516

zbMATH Keywords

EM algorithminverse problemslongitudinal datamaximum likelihoodmixtures of probability measuresnonlinear modelsrepeated measurements data

Mathematics Subject Classification ID

Inverse problems for functional-differential equations (34K29) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

Abstract: We establish the consistency of a nonparametric maximum likelihood estimator for a class of stochastic inverse problems. We proceed by embedding the framework into the general settings of early results of Pfanzagl related to mixtures.

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Cited in

(7)

• On the strong consistency of asymptotic M-estimators
• Nonparametric estimation of random-effects densities in linear mixed-effects model
• Nonparametric (smoothed) likelihood and integral equations
• scientific article; zbMATH DE number 1240939 (Why is no real title available?)
• Coordinate Based Empirical Likelihood-Like Estimation in Ill-Conditioned Inverse Problems
• Covariance constraints for stochastic inverse problems of computer models
• Comparison of nonparametric methods in nonlinear mixed effects models

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