Nonparametric probability density estimation by maximum penalized likelihood method for negatively dependent sequence.

E. Shirazi; H. A. Nirumand; H. Doosti

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Nonparametric probability density estimation by maximum penalized likelihood method for negatively dependent sequence.

Author(s)

E. Shirazi Department of Statistics, School of Mathematical Sciences Ferdowasi University, Mashhad, Iran

H. A. Nirumand Department of Statistics, School of Mathematical Sciences Ferdowasi University, Mashhad, Iran

H. Doosti Department of Statistics, School of Mathematical Sciences Ferdowasi University, Mashhad, Iran

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 L1 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.

Publication Details

Page(s) 99-109

DOI DOI not available

Published Journal: Pakistan Journal of Statistics, Volume: 24, Issue: 2, Year: 2008

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