Fast Computation of Fully Automated Log-Density and Log-Hazard Estimators
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Publication:4207554
DOI10.1137/0909024zbMath0688.65083OpenAlexW2112040816MaRDI QIDQ4207554
Publication date: 1988
Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0909024
banded matricesfast computationefficacyhazardsAIC criterialikelihood estimatorsBayesian confidence intervalslogarithmic densitiesB-spline approximantsfully automated log-density and log-hazard estimatorsone-step Newton-Raphson cross-validation scores
Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Probabilistic methods, stochastic differential equations (65C99)
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