On the estimation of a probability density function by the maximum penalized likelihood method

DOI10.1214/aos/1176345872zbMath0492.62034MaRDI QIDQ1168019

Bernhard W. Silverman

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1214/aos/1176345872

zbMATH Keywords

asymptotic normality; data analysis; existence and uniqueness; strong approximation; reproducing kernel Hilbert space; density estimates; roughness penalty; maximum penalized likelihood method; approximation by Gaussian processes; rates of consistency

Mathematics Subject Classification ID

65D10: Numerical smoothing, curve fitting

62E20: Asymptotic distribution theory in statistics

62G05: Nonparametric estimation

46E35: Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems

90C55: Methods of successive quadratic programming type

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