Nonparametric Maximum Penalized Likelihood Estimation of a Density from Arbitrarily Right-Censored Observations.
SOUTH CAROLINA UNIV COLUMBIA DEPT OF MATHEMATICS AND STATISTICS
Pagination or Media Count:
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.
- Statistics and Probability