Maximum Penalized Likelihood Estimation
Author | : P.P.B. Eggermont |
Publisher | : Springer Nature |
Total Pages | : 514 |
Release | : 2020-12-15 |
ISBN-10 | : 9781071612446 |
ISBN-13 | : 1071612441 |
Rating | : 4/5 (441 Downloads) |
Download or read book Maximum Penalized Likelihood Estimation written by P.P.B. Eggermont and published by Springer Nature. This book was released on 2020-12-15 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.