Sieves for Nonparametric Estimation of Densities and Regressions.

Abstract

This report is about the use of least-squares for nonparametric regression and the use of maximum likelihood for nonparametric density estimation. Typically, these classical techniques fail when applied to infinite dimensional problems. Grenander's method of sieves is a method for modifying classical estimators to make them appropriate for nonclassical problems. Examples are given here of the application of this method to the problems of regression and density estimation. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1981
Accession Number
ADA096751

Entities

People

  • Stuart Geman

Organizations

  • Brown University

Tags

Communities of Interest

  • Air Platforms
  • C4I

DTIC Thesaurus Topics

  • Applied Mathematics
  • Classification
  • Estimators
  • Mathematics
  • Military Research
  • Plastic Explosives
  • Probability
  • Probability Density Functions
  • Rhode Island

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Statistical inference.