Variational solution of penalized likelihood problems and smooth curve estimation

DOI10.1214/AOS/1176324309MaRDI QIDQ1914255zbMATH OpenOpenAlexFDO

Authors Martin Mächler

Publication date 21 August 1996

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

Full work available at URL https://doi.org/10.1214/aos/1176324309

zbMATH Keywords

variational problemsinflection pointEuler-Lagrange differential equationnonparametric regression estimatorsmaximum penalized likelihoodroughness penaltyrobust smoothingchange of curvaturecharacterizing differential equation

Mathematics Subject Classification ID

Density estimation (62G07) Numerical smoothing, curve fitting (65D10) Nonlocal and multipoint boundary value problems for ordinary differential equations (34B10) Approximation with constraints (41A29)

Recommendations

• On a class of nonparametric density and regression estimators
• Penalized likelihood-type estimators for generalized nonparametric regression
• Penalized regression with model-based penalties

Cited in

(3)

• Piecewise convex function estimation: Pilot estimators
• scientific article; zbMATH DE number 3956303 (Why is no real title available?)
• Local extremes, runs, strings and multiresolution. (With discussion)

This page was built for publication: Variational solution of penalized likelihood problems and smooth curve estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1914255)