Information bounds and nonparametric maximum likelihood estimation:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Basel [u.a.]
Birkhäuser
1992
|
| Series: | Deutsche Mathematiker-Vereinigung: DMV-Seminar
19 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | VIII, 126 S. |
| ISBN: | 3764327944 0817627944 |
Staff View
MARC
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| 300 | |a VIII, 126 S. | ||
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Record in the Search Index
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Contents
PART I. Information Bounds
1. Models, scores, and tangent spaces
1.1 Introduction 3
1.2 Models V 3
1.3 Scores: Differentiability of the Model 6
1.4 Tangent Sets V° and Tangent Spaces V 7
1.5 Score Operators 8
1.6 Exercises 11
2. Convolution and asymptotic minimax theorems
2.1 Introduction 13
2.2 Finite dimensional Parameter Spaces 13
2.3 Infinite dimensional Parameter Spaces 16
2.4 Exercises 20
3. Van der Vaart's Differentiability Theorem
3.1 Differentiability of Implicitly Defined Functions 23
3.2 Some Applications of the Differentiability Theorem 28
3.3 Exercises 31
Part II. Nonparametric Maximum Likelihood Estimation
1. The interval censoring problem
1.1 Characterization of the non parametric maximum
likelihood estimators 35
1.2 Exercises 50
2. The deconvolution problem
2.1 Decreasing densities and non negative random variables 53
2.2 Convolution with symmetric densities 56
2.3 Exercises 61
viii Contents
3. Algorithms
3.1 The EM algorithm 65
3.2 The iterative convex minorant algorithm 69
3.3 Exercises 73
4. Consistency
4.1 Interval censoring, Case 1 75
4.2 Convolution with a symmetric density 79
4.3 Interval censoring, Case 2 81
4.4 Exercises 86
5. Distribution theory
5.1 Interval censoring, Case 1 89
5.2 Interval censoring, Case 2 100
5.3 Deconvolution with a decreasing density 108
5.4 Estimation of the mean 114
5.5 Exercises 120
References 123 |
| any_adam_object | 1 |
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| ctrlnum | (OCoLC)246594378 (DE-599)BVBBV005465770 |
| discipline | Informatik Mathematik |
| format | Book |
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| id | DE-604.BV005465770 |
| illustrated | Not Illustrated |
| indexdate | 2024-09-20T04:24:33Z |
| institution | BVB |
| isbn | 3764327944 0817627944 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-003421618 |
| oclc_num | 246594378 |
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| physical | VIII, 126 S. |
| publishDate | 1992 |
| publishDateSearch | 1992 |
| publishDateSort | 1992 |
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| series | Deutsche Mathematiker-Vereinigung: DMV-Seminar |
| series2 | Deutsche Mathematiker-Vereinigung: DMV-Seminar |
| spelling | Groeneboom, Piet 1941- Verfasser (DE-588)1089512902 aut Information bounds and nonparametric maximum likelihood estimation Piet Groeneboom ; Jon A. Wellner Basel [u.a.] Birkhäuser 1992 VIII, 126 S. txt rdacontent n rdamedia nc rdacarrier Deutsche Mathematiker-Vereinigung: DMV-Seminar 19 Nichtparametrische Schätzung (DE-588)4203980-0 gnd rswk-swf Semiparametrische Schätzung (DE-588)4232079-3 gnd rswk-swf Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd rswk-swf Nichtparametrische Schätzung (DE-588)4203980-0 s DE-604 Semiparametrische Schätzung (DE-588)4232079-3 s Maximum-Likelihood-Schätzung (DE-588)4194624-8 s Wellner, Jon A. 1945- Verfasser (DE-588)170864847 aut Deutsche Mathematiker-Vereinigung: DMV-Seminar 19 (DE-604)BV000020322 19 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=003421618&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Groeneboom, Piet 1941- Wellner, Jon A. 1945- Information bounds and nonparametric maximum likelihood estimation Deutsche Mathematiker-Vereinigung: DMV-Seminar Nichtparametrische Schätzung (DE-588)4203980-0 gnd Semiparametrische Schätzung (DE-588)4232079-3 gnd Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd |
| subject_GND | (DE-588)4203980-0 (DE-588)4232079-3 (DE-588)4194624-8 |
| title | Information bounds and nonparametric maximum likelihood estimation |
| title_auth | Information bounds and nonparametric maximum likelihood estimation |
| title_exact_search | Information bounds and nonparametric maximum likelihood estimation |
| title_full | Information bounds and nonparametric maximum likelihood estimation Piet Groeneboom ; Jon A. Wellner |
| title_fullStr | Information bounds and nonparametric maximum likelihood estimation Piet Groeneboom ; Jon A. Wellner |
| title_full_unstemmed | Information bounds and nonparametric maximum likelihood estimation Piet Groeneboom ; Jon A. Wellner |
| title_short | Information bounds and nonparametric maximum likelihood estimation |
| title_sort | information bounds and nonparametric maximum likelihood estimation |
| topic | Nichtparametrische Schätzung (DE-588)4203980-0 gnd Semiparametrische Schätzung (DE-588)4232079-3 gnd Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd |
| topic_facet | Nichtparametrische Schätzung Semiparametrische Schätzung Maximum-Likelihood-Schätzung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=003421618&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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