Optimal convergence rates for Good's nonparametric maximum likelihood density estimator

DOI10.1214/AOS/1017939143zbMath0957.62039OpenAlexW1527466330MaRDI QIDQ1578278

Paul P. B. Eggermont, Vincent N. La Riccia

Publication date: 29 March 2001

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

Full work available at URL: https://doi.org/10.1214/aos/1017939143

zbMATH Keywords

Hellinger distancemaximum likelihoodroughness penalization

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (5)

Optimal Kernel Selection for Density Estimation ⋮ Application of Variational Analysis and Control Theory to Nonparametric Maximum Likelihood Estimation of a Density Function ⋮ Statistical models: conventional, penalized and hierarchical likelihood ⋮ Choice between Semi‐parametric Estimators of Markov and Non‐Markov Multi‐state Models from Coarsened Observations ⋮ Density Estimation by Total Variation Penalized Likelihood Driven by the Sparsity ℓ1 Information Criterion

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On a class of nonparametric density and regression estimators
• Large sample optimality of least squares cross-validation in density estimation
• An asymptotically optimal window selection rule for kernel density estimates
• Data-based optimal smoothing of orthogonal series density estimates
• On the estimation of a probability density function by the maximum penalized likelihood method
• Consistency of two nonparametric maximum penalized likelihood estimators of the probability density function
• Nonparametric maximum likelihood estimation of probability densities by penalty function methods
• Asymptotic analysis of penalized likelihood and related estimators
• An approximation to the density function
• Remarks on Some Nonparametric Estimates of a Density Function
• Nonlinearly Smoothed EM Density Estimation With Automated Smoothing Parameter Selection for Nonparametric Deconvolution Problems
• Best asymptotic normality of the kernel density entropy estimator for smooth densities
• Nonparametric Roughness Penalties for Probability Densities
• On Estimation of a Probability Density Function and Mode

This page was built for publication: Optimal convergence rates for Good's nonparametric maximum likelihood density estimator