On the estimation of a probability density function by the maximum penalized likelihood method
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Publication:1168019
DOI10.1214/aos/1176345872zbMath0492.62034OpenAlexW2020914331MaRDI QIDQ1168019
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
asymptotic normalitydata analysisexistence and uniquenessstrong approximationreproducing kernel Hilbert spacedensity estimatesroughness penaltymaximum penalized likelihood methodapproximation by Gaussian processesrates of consistency
Numerical smoothing, curve fitting (65D10) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Methods of successive quadratic programming type (90C55)
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