Multiscale maximum likelihood analysis of a semiparametric model, with applications.

DOI10.1214/AOS/1013203455zbMATH Open1043.62043OpenAlexW1586045207MaRDI QIDQ1848906FDOQ1848906

Authors: Guenther Walther 

Publication date: 14 November 2002

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

Full work available at URL: https://doi.org/10.1214/aos/1013203455

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• Detecting the Presence of Mixing with Multiscale Maximum Likelihood
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• Efficient maximum likelihood estimation in semiparametric mixture models

zbMATH Keywords

penalized maximum likelihoodlog-concaveGrenander estimatoradaptive minimax

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Reliability and life testing (62N05)

Cites Work

• SiZer for Exploration of Structures in Curves
• Statistical analysis of finite mixture distributions
• Title not available (Why is that?)
• On the estimation of a probability density function by the maximum penalized likelihood method
• Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations
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• Multiscale testing of qualitative hypotheses
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• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Adaptive Rejection Sampling for Gibbs Sampling
• Bathtub and Related Failure Rate Characterizations
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• Cube root asymptotics
• Estimation of the mode
• Asymptotically minimax hypothesis testing for nonparametric alternatives. I
• A Graphical Technique for Determining the Number of Components in a Mixture of Normals
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• Estimation of a convex function: Characterizations and asymptotic theory.
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• Nonparametric Versus Parametric Goodness of Fit
• Testing uniformity versus a monotone density
• Title not available (Why is that?)
• Asymptotic normality of the \(L_1\) error of the Grenander estimator
• Bayesian Inference for Generalized Linear and Proportional Hazards Models via Gibbs Sampling
• MCMC convergence diagnosis via multivariate bounds on log-concave densities
• Residual Diagnostics for Mixture Models
• Moment-based oscillation properties of mixture models

Cited In (8)

• Inference for mixtures of symmetric distributions
• Some developments in the theory of shape constrained inference
• Quasi-concave density estimation
• Multivariate mode hunting: Data analytic tools with measures of significance
• A statistical test for mixture detection with application to component identification in multidimensional biomolecular NMR studies
• Inference and modeling with log-concave distributions
• Multiscale inference about a density
• Clustering with mixtures of log-concave distributions

Uses Software

• SiZer

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