Information Bounds and Nonparametric Maximum Likelihood Estimation
This book contains the lecture notes for a DMV course presented by the authors at Gunzburg, Germany, in September, 1990. In the course we sketched the theory of information bounds for non parametric and semiparametric models, and developed the theory of non parametric maximum likelihood estimation i...
Main Authors: | , |
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Format: | eBook |
Language: | English |
Published: |
Basel
Birkhäuser Basel
1992, 1992
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Edition: | 1st ed. 1992 |
Series: | Oberwolfach Seminars
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Subjects: | |
Online Access: | |
Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- I. Information Bounds
- 1 Models, scores, and tangent spaces
- 2 Convolution and asymptotic minimax theorems
- 3 Van der Vaart’s Differentiability Theorem
- II. Nonparametric Maximum Likelihood Estimation
- 1 The interval censoring problem
- 2 The deconvolution problem
- 3 Algorithms
- 4 Consistency
- 5 Distribution theory
- References