Nonparametric probability density estimation by discrete maximum penalized-likelihood criteria

DOI10.1214/AOS/1176345074MaRDI QIDQ1141985zbMATH OpenOpenAlexFDO

Authors Richard Tapia, James R. Thompson, Dawid W. Scott

Publication date 1980

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176345074

zbMATH Keywords

consistencydensity estimationmaximum likelihood estimationkernel density estimationSobolev spacepenalty functionMonte Carlo resultsdiscrete maximum penalized-likelihood

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Characterization and structure theory of statistical distributions (62E10)

Cited in

(12)

• Numerical techniques in nonparametric estimation†
• Funcionales de mínima g-divergencia y sus estimadores asociados (I)
• Discriminant analysis and density estimation on the finite d-dimensional grid
• Edgeworth and Cornish Fisher expansions and confidence intervals for the distribution, density and quantiles of kernel density estimates
• Penalized estimation of flexible hidden Markov models for time series of counts
• Penalized log-density estimation using Legendre polynomials
• Semiparametric estimation of INAR models using roughness penalization
• Information theoretic criteria in non-parametric density estimation. Bias and variance in the infinite dimensional case
• Sequential kernel estimation of the conditional intensity of nonstationary point processes
• Smoothing categorical data
• Smooth estimators of distribution and density functions
• On Berry-Esséen bound of frequency polygon estimation under \(\rho\)-mixing samples

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