Nonparametric probability density estimation by discrete maximum penalized-likelihood criteria

DOI10.1214/AOS/1176345074zbMATH Open0438.62034OpenAlexW1967192386MaRDI QIDQ1141985FDOQ1141985

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)

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

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