Title : ( Nonparametric probability density estimation by maximum penalized likelihood method for negatively dependent sequence )
Authors: Esmaeel Shirazi , Hossein Ali Niroumand , Hassan Doosti ,
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Abstract
In this paper we introduce nonlinear regularized wavelet estimator for estimating nonparametric probability density when sample points are negatively dependent sequence. For this purpose we use penalized log likelihood method by penalizing the norm of the wavelet coefficients of the log density. Asymptotic rates of convergence of the estimator are also investigated and obtained an adapt estimator without prior knowledge of its regularity.
Keywords
, Nonparametric density estimation, Maximum penalized likelihood, Wavelet, Negatively dependent
@article{paperid:1006678,
author = {Shirazi, Esmaeel and Niroumand, Hossein Ali and Doosti, Hassan},
title = {Nonparametric probability density estimation by maximum penalized likelihood method for negatively dependent sequence},
journal = {Pakistan Journal of Statistics},
year = {2008},
volume = {24},
number = {2},
month = {March},
issn = {1012-9367},
pages = {99--109},
numpages = {10},
keywords = {Nonparametric density estimation; Maximum penalized likelihood; Wavelet; Negatively dependent},
}
%0 Journal Article
%T Nonparametric probability density estimation by maximum penalized likelihood method for negatively dependent sequence
%A Shirazi, Esmaeel
%A Niroumand, Hossein Ali
%A Doosti, Hassan
%J Pakistan Journal of Statistics
%@ 1012-9367
%D 2008
