Three approaches to a nonparametric maximum likelihood problem are considered. One, based on the method of "sieves", is shown to include the other two. The sieve considered is a double exponential convolution sieve. A closed form solution is given for certain values of the sieve parameter.
Publié le : 1984-03-14
Classification:
Sieves,
Sobolev space,
maximum likelihood,
nonparametric estimation,
62605
@article{1176346415,
author = {Walter, Gilbert G. and Blum, Julius R.},
title = {A Simple Solution to a Nonparametric Maximum Likelihood Estimation Problem},
journal = {Ann. Statist.},
volume = {12},
number = {1},
year = {1984},
pages = { 372-379},
language = {en},
url = {http://dml.mathdoc.fr/item/1176346415}
}
Walter, Gilbert G.; Blum, Julius R. A Simple Solution to a Nonparametric Maximum Likelihood Estimation Problem. Ann. Statist., Tome 12 (1984) no. 1, pp. 372-379. http://gdmltest.u-ga.fr/item/1176346415/