Maximum Penalized Likelihood Estimation

ISBN: 9780387952680

出版年: 2001-6

页数: 528

定价: $ 168.37

内容简介

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.