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Adaptive smoothing for a penalized NPMLE of a non-increasing density - MaRDI portal

Adaptive smoothing for a penalized NPMLE of a non-increasing density (Q1918226)

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scientific article; zbMATH DE number 906686
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Adaptive smoothing for a penalized NPMLE of a non-increasing density
scientific article; zbMATH DE number 906686

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    Adaptive smoothing for a penalized NPMLE of a non-increasing density (English)
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    28 October 1996
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    simulation
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    strong approximation
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    adaptive smoothing
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    Brownian motion
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    nonparametric maximum likelihood estimator
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    non-increasing density
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    asymptotically optimally smoothing parameter
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