Nonparametric Maximum Likelihood Estimation by the Method of Sieves
نویسندگان
چکیده
منابع مشابه
Nonparametric Maximum Likelihood Estimation by the Method of Sieves
Maximum likelihood estimation often fails when the parameter takes values in an infinite dimensional space. For example, the maximum likelihood method cannot be applied to the completely nonparametric estimation of a density function from an iid sample; the maximum of the likelihood is not attained by any density. In this example, as in many other examples, the parameter space (positive functio...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1982
ISSN: 0090-5364
DOI: 10.1214/aos/1176345782