
Accession Number : ADA114623
Title : Some Penalized Likelihood Procedures for Smoothing Probability Densities.
Descriptive Note : Technical summary rept.,
Corporate Author : WISCONSIN UNIVMADISON MATHEMATICS RESEARCH CENTER
Personal Author(s) : Atilgan,Taskin ; Leonard,Tom
PDF Url : ADA114623
Report Date : Feb 1982
Pagination or Media Count : 25
Abstract : Some methods are considered for the estimation of probability densities. They employ a linear approximation to either the density or the logistic density transform. The coefficients in the approximation are estimated by maximum likelihood and the number of terms is judged via an information criterion. Hence the traditionally difficult problem of judging the degree of smoothness is carried out in a relatively simple manner. Criteria considered include the penalties proposed by Akaike and Schwarz for model complexity, together with an empirical criterion based upon a plot of the loglikelihoods. The practical procedures are related to an asymptotic consistency argument and a number of numerical examples are presented.
Descriptors : *Probability density functions, *Estimates, *Approximation(Mathematics), Logistics, Transformations(Mathematics), Information processing, Standards, Parametric analysis, Histograms, Consistency, Asymptotic series, Penalties, Coefficients
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE