On nonparametric maximum likelihood for a class of stochastic inverse problems
Statistics Theory
2007-10-08 v1 Statistics Theory
Abstract
We establish the consistency of a nonparametric maximum likelihood estimator for a class of stochastic inverse problems. We proceed by embedding the framework into the general settings of early results of Pfanzagl related to mixtures.
Cite
@article{arxiv.math/0411516,
title = {On nonparametric maximum likelihood for a class of stochastic inverse problems},
author = {Djalil Chafai and Jean-Michel Loubes},
journal= {arXiv preprint arXiv:math/0411516},
year = {2007}
}