A penalty method for nonparametric estimation of the logarithmic derivative of a density function

zbMath0578.62041MaRDI QIDQ1066584

Dennis D. Cox

Publication date: 1985

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

density estimationempirical distribution functionoptimal rate of convergencelinear differential operatorlogarithmic derivativespline functionroughness penaltymaximum likelihood normal estimatepenalized estimators

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

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