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Activity Number:
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566
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Type:
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Contributed
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Date/Time:
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Thursday, August 6, 2009 : 8:30 AM to 10:20 AM
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Sponsor:
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Section on Nonparametric Statistics
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| Abstract - #304026 |
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Title:
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Nonparametric Maximum Likelihood Estimation of the Probability Density Function and of the Hazard Function
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Author(s):
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Ilya Shvartsman*+
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Companies:
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Penn State University Harrisburg
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Address:
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, Middletown, PA, 17057,
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Keywords:
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density estimation ; maximum likelihood ; optimal control
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Abstract:
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In this paper we propose a new method of nonparametric estimation of the probability density function and of the hazard function if we have prior knowledge that these functions are Lipschitz with a known Lipschitz constant. This method is based on the maximum likelihood and the corresponding estimators are consistent.
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- The address information is for the authors that have a + after their name.
- Authors who are presenting talks have a * after their name.
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