Consistency of two nonparametric maximum penalized likelihood estimators of the probability density function

DOI10.1214/aos/1176345873zbMath0492.62035OpenAlexW1998770010MaRDI QIDQ1168020

V. K. Klonias

Publication date: 1982

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345873

zbMATH Keywords

Hellinger distancerates of convergencedensity estimationstrong consistencyempirical distributionSobolev normsFisher information functionalpositive supportmaximum penalized likelihood estimatorslikelihood functionalexponential spline functionGlivenko-Cantelli type theoremintegrated mean absolute deviation

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric estimation (62G05) Strong limit theorems (60F15) Characterization and structure theory of statistical distributions (62E10) Convergence and divergence of series and sequences of functions (40A30) Rate of convergence, degree of approximation (41A25) (L^p)-limit theorems (60F25)

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