کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1147112 957550 2009 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Nonparametric likelihood based estimation for a multivariate Lipschitz density
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Nonparametric likelihood based estimation for a multivariate Lipschitz density
چکیده انگلیسی

We consider a problem of nonparametric density estimation under shape restrictions. We deal with the case where the density belongs to a class of Lipschitz functions. Devroye [L. Devroye, A Course in Density Estimation, in: Progress in Probability and Statistics, vol. 14, Birkhäuser Boston Inc., Boston, MA, 1987] considered these classes of estimates as tailor-made estimates, in contrast in some way to universally consistent estimates. In our framework we get the existence and uniqueness of the maximum likelihood estimate as well as strong consistency. This NPMLE can be easily characterized but it is not easy to compute. Some simpler approximations are also considered.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 100, Issue 5, May 2009, Pages 981–992
نویسندگان
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