P.P.B. Eggermont,
Vincent N. LaRiccia
Springer New York
2001e druk, 2001
9780387952680
Maximum Penalized Likelihood Estimation
Volume I: Density Estimation
Specificaties
Gebonden, 512 blz.
|
Engels
Springer New York |
2001e druk, 2001
ISBN13: 9780387952680
Rubricering
Onderdeel van serie
Springer Series in Statistics
Verwachte levertijd ongeveer 9 werkdagen
Samenvatting
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.
Specificaties
ISBN13:9780387952680
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:512
Uitgever:Springer New York
Druk:2001
Inhoudsopgave
Parametric Maximum Likelihood Estimation * Parametric Maximum Likelihood Estimation in Action * Kernel Density Estimation * Maximum Likelihood Density Estimation * Monotone and Unimodal Densities * Choosing the Smoothing Parameter * Nonparametric Density Estimation in Action * Convex Minimization in Finite Dimensional Spaces * Convex Minimization in Infinite Dimensional Spaces * Convexity in Action