Maximum Likelihood Estimation of a Unimodal Density, II

Wegman, Edward J.

Ann. Math. Statist., Tome 41 (1970) no. 6, p. 2169-2174 / Harvested from Project Euclid

Résumé

This paper is a sequel to the earlier paper, "Maximum Likelihood Estimation of a Unimodal Density Function." The MLE of a unimodal density with unknown mode is shown to agree, for sufficiently large $n$ and on certain regions, with the MLE of a unimodal density with known mode. The asymptotic distributions of the MLE's then agree. Also a geometrical interpretation of the MLE of a unimodal density with unknown mode is given.

Publié le : 1970-12-14
Classification:

@article{1177696724,
     author = {Wegman, Edward J.},
     title = {Maximum Likelihood Estimation of a Unimodal Density, II},
     journal = {Ann. Math. Statist.},
     volume = {41},
     number = {6},
     year = {1970},
     pages = { 2169-2174},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177696724}
}

Wegman, Edward J. Maximum Likelihood Estimation of a Unimodal Density, II. Ann. Math. Statist., Tome 41 (1970) no. 6, pp.  2169-2174. http://gdmltest.u-ga.fr/item/1177696724/