Springer Series in Statistics Maximum Penalized Likelihood Estimation

Type

Book

Authors

Eggermont ( Eggermont, P.P.B. )

LaRiccia ( LaRiccia, V.N. )

ISBN 10

0387952683

ISBN 13

9780387952680

Tags

Operations Research, Probability & Statistics, Medical Books

Series Name

Springer Series in Statistics

Description

This book deals with parametric and nonparametric density estimation from the maximum (penalized) likelihood point of view, including estimation under constraints. The focal points are existence and uniqueness of the estimators, almost sure convergence rates for the L1 error, and data-driven smoothing parameter selection methods, including their practical performance. The reader will gain insight into technical tools from probability theory and applied mathematics. - from Amzon

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