Pages that link to "Item:Q5940556"

The following pages link to Maximum penalized likelihood estimation. Vol. 1: Density estimation (Q5940556):

Displaying 46 items.

• Fusion of hard and soft information in nonparametric density estimation (Q320029) (← links)
• Discussion of nonparametric (smoothed) likelihood and integral equations by Piet Groeneboom (Q393618) (← links)
• A Bernstein-type estimator for decreasing density with application to \(p\)-value adjustments (Q425406) (← links)
• Estimating the diffusion coefficient function for a diversified world stock index (Q434882) (← links)
• Estimation in generalised varying-coefficient models with unspecified link functions (Q494394) (← links)
• Stochastic data assimilation of the random shallow water model loads with uncertain experimental measurements (Q547413) (← links)
• B-splines and discretization in an inverse problem for Poisson processes (Q707407) (← links)
• Penalized likelihood estimators for truncated data (Q710793) (← links)
• Consistent likelihood-based estimation of a star-shaped distribution (Q745339) (← links)
• Generalized continuous isotonic regression (Q844882) (← links)
• Maximum smoothed likelihood estimation and smoothed maximum likelihood estimation in the current status model (Q847641) (← links)
• Indirect density estimation using the iterative Bayes algorithm (Q901484) (← links)
• Statistical models: conventional, penalized and hierarchical likelihood (Q975572) (← links)
• Inference for multivariate normal mixtures (Q1021835) (← links)
• Convergence rates for smoothing spline estimators in varying coefficient models (Q1039474) (← links)
• The \(L_1\)-norm density estimator process (Q1394525) (← links)
• Shape constrained density estimation via penalized Rényi divergence (Q1730899) (← links)
• An MM algorithm for estimation of a two component semiparametric density mixture with a known component (Q1746559) (← links)
• The law of the iterated logarithm for the integrated squared deviation of a kernel density estimator (Q1763111) (← links)
• Statistical density estimation using threshold dynamics for geometric motion (Q1945364) (← links)
• Alternating minimization as sequential unconstrained minimization: a survey (Q1949577) (← links)
• Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes (Q2086282) (← links)
• Exact solutions in log-concave maximum likelihood estimation (Q2104907) (← links)
• Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes (Q2231589) (← links)
• Semi-parametric estimation for conditional independence multivariate finite mixture models (Q2259527) (← links)
• Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics (Q2289243) (← links)
• Maximum smoothed likelihood component density estimation in mixture models with known mixing proportions (Q2326991) (← links)
• Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes (Q2373579) (← links)
• Equivalent kernels for smoothing splines (Q2476445) (← links)
• On nonparametric maximum likelihood for a class of stochastic inverse problems (Q2494878) (← links)
• Uniform in bandwidth consistency of kernel-type function estimators (Q2569245) (← links)
• Nonparametric recursive method for moment generating function kernel-type estimators (Q2667626) (← links)
• Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data (Q2694801) (← links)
• Decomposition of Seasonality and Long-term Trend in Seismological Data: A Bayesian Modelling of Earthquake Detection Capability (Q2802872) (← links)
• Theoretical grounding for estimation in conditional independence multivariate finite mixture models (Q2832023) (← links)
• Optimal Kernel Selection for Density Estimation (Q2954056) (← links)
• Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: Asymptotic results (Q2979611) (← links)
• Efficient Estimation for Semiparametric Semi-Markov Processes (Q3155269) (← links)
• Complexity of penalized likelihood estimation (Q3589973) (← links)
• Option augmented density forecasts of market returns with monotone pricing kernel (Q4554445) (← links)
• Maximum Likelihood Estimation of a Multi-Dimensional Log-Concave Density (Q4632644) (← links)
• Root n consistent and optimal density estimators for moving average processes (Q4828227) (← links)
• Choice between Semi‐parametric Estimators of Markov and Non‐Markov Multi‐state Models from Coarsened Observations (Q5430594) (← links)
• Goodness‐of‐fit Tests Based on the Kernel Density Estimator (Q5467711) (← links)
• One-Step Estimation with Scaled Proximal Methods (Q5868961) (← links)
• Nonparametric recursive estimation for multivariate derivative functions by stochastic approximation method (Q6133738) (← links)