Accession Number:
ADA148754
Title:
Nonparametric Maximum Penalized Likelihood Estimation of a Density from Arbitrarily Right-Censored Observations.
Descriptive Note:
Technical rept.,
Corporate Author:
SOUTH CAROLINA UNIV COLUMBIA DEPT OF MATHEMATICS AND STATISTICS
Personal Author(s):
Report Date:
1984-10-01
Pagination or Media Count:
18.0
Abstract:
Based on arbitrarily right-censored observations from a probability density function f deg the existence and uniqueness of the maximum penalized likelihood estimator MPLE of f deg is proven. In particular, the first MPLE of Good and Gaskins of a density defined on 0, infinity is shown to exist and to be unique under arbitrary right-censorship. Furthermore, the MPLE is in the form of a solution to a linear integral equation. Author.
Descriptors:
Subject Categories:
- Statistics and Probability