Nonparametric (smoothed) likelihood and integral equations
Statistics Theory
2013-08-13 v3 Functional Analysis
Statistics Theory
Abstract
We show that there is an intimate connection between the theory of nonparametric (smoothed) maximum likelihood estimators for certain inverse problems and integral equations. This is illustrated by estimators for interval censoring and deconvolution problems. We also discuss the asymptotic efficiency of the MLE for smooth functionals in these models.
Cite
@article{arxiv.1205.1984,
title = {Nonparametric (smoothed) likelihood and integral equations},
author = {Piet Groeneboom},
journal= {arXiv preprint arXiv:1205.1984},
year = {2013}
}
Comments
12 figures, invited paper with discussion for the Journal of Statistical Planning and Inference