Application of Variational Analysis and Control Theory to Nonparametric Maximum Likelihood Estimation of a Density Function

DOI10.1007/978-1-4419-0437-9_10zbMath1329.62191OpenAlexW939935930MaRDI QIDQ2995270

Ilya A. Shvartsman

Publication date: 20 April 2011

Published in: Variational Analysis and Generalized Differentiation in Optimization and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4419-0437-9_10

Mathematics Subject Classification ID

Density estimation (62G07) Set-valued and variational analysis (49J53)

Cites Work

• Strong uniform consistency rates for estimators of conditional functionals
• Nonparametric maximum likelihood estimation of probability densities by penalty function methods
• Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
• Optimal convergence rates for Good's nonparametric maximum likelihood density estimator
• Asymptotic analysis of penalized likelihood and related estimators
• On nonparametric kernel density estimates
• Remarks on Some Nonparametric Estimates of a Density Function
• Improvement of Kernel Type Density Estimators
• Estimation de densités unimodales
• Variational Analysis and Generalized Differentiation I
• Maximum Likelihood Estimation for Distributions with Monotone Failure Rate
• Maximum Likelihood Estimation of a Unimodal Density Function
• Nonparametric Roughness Penalties for Probability Densities
• Optimal control
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