Maximum Penalized Likelihood Estimation

Maximum Penalized Likelihood Estimation

This book deals with parametric and nonparametric density estimation from the maximum (penalized) likelihood point of view, including estimation under constraints. The focal points are existence and uniqueness of the estimators, almost sure convergence rates for the L1 error, and data-driven smoothing parameter selection methods, including their practical performance. The reader will gain insight into technical tools from probability theory and applied mathematics.

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Author
Publisher Springer Nature
Release Date
ISBN 1071612441
Pages 512 pages
Maximum Penalized Likelihood Estimation
Language: en
Pages: 512
Authors: P.P.B. Eggermont
Categories: Mathematics
Type: BOOK - Published: 2020-12-15 - Publisher: Springer Nature

This book deals with parametric and nonparametric density estimation from the maximum (penalized) likelihood point of view, including estimation under constrain
Maximum Penalized Likelihood Estimation: Regression
Language: en
Pages:
Authors: Paulus Petrus Bernardus Eggermont
Categories: Estimation theory
Type: BOOK - Published: 2001 - Publisher:

Maximum Penalized Likelihood Estimation
Language: en
Pages: 572
Authors: Paul P. Eggermont
Categories: Mathematics
Type: BOOK - Published: 2009-06-02 - Publisher: Springer Science & Business Media

Unique blend of asymptotic theory and small sample practice through simulation experiments and data analysis. Novel reproducing kernel Hilbert space methods for
Maximum Penalized Likelihood Estimation
Language: en
Pages: 571
Authors:
Categories: Estimation theory
Type: BOOK - Published: 2009 - Publisher:

Maximum Penalized Likelihood Estimation: Density estimation
Language: en
Pages:
Authors: Paulus Petrus Bernardus Eggermont
Categories: Estimation theory
Type: BOOK - Published: 2001 - Publisher:

Adaptive Maximum Penalized Likelihood Estimation
Language: en
Pages: 32
Authors: Tyler Shumway
Categories: Estimation theory
Type: BOOK - Published: 1991 - Publisher:

Maximum Penalized Likelihood Estimation
Language: en
Pages: 206
Authors: Shih-hung YĆ¼
Categories: Algorithms
Type: BOOK - Published: 1997 - Publisher:

Nonparametric Maximum Penalized Likelihood Estimation of a Density from Arbitrarily Right-Censored Observations
Language: en
Pages: 18
Authors: A. M. Lubecke
Categories:
Type: BOOK - Published: 1984 - Publisher:

Based on arbitrarily right-censored observations from a probability density function f deg the existence and uniqueness of the maximum penalized likelihood esti
Maximum Penalized Likelihood Estimation
Language: en
Pages: 572
Authors: Paul P. Eggermont
Categories: Mathematics
Type: BOOK - Published: 2011-12-02 - Publisher: Springer

Unique blend of asymptotic theory and small sample practice through simulation experiments and data analysis. Novel reproducing kernel Hilbert space methods for
Density Estimation for Statistics and Data Analysis
Language: en
Pages: 176
Authors: Bernard. W. Silverman
Categories: Mathematics
Type: BOOK - Published: 2018-02-19 - Publisher: Routledge

Although there has been a surge of interest in density estimation in recent years, much of the published research has been concerned with purely technical matte