Maximum likelihood estimators: Nonparametric approach |
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| Authors: | C. Huber V. N. Solev I. Vonta |
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| Affiliation: | (1) Université René Descartes — Paris 5, Paris, France;(2) St. Petersburg Department of the Steklov Mathematical Institute, St. Petersburg, Russia;(3) Department of Mathematics and Statistics, University of Cyprus, P.O. Box 20537, CY-1678 Nicosia, Cyprus |
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| Abstract: | In the paper, the maximum likelihood estimator for an unknown density is investigated. We deal with censored observations and construct a confidence region for this density. Bibliography: 4 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 341, 2007, pp. 220–228. |
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