The Method of Sieves. A Survey of Recent Applications.
Abstract
The method of sieves is a technique of nonparametric estimation in which estimators are restricted by an increasing sequence of subsets of the parameter space with the subsets indexed by the sample size. The need for this technique arises in situations where the parameter space is too large for the existence or consistency of unconstrained maximum likelihood or least squares estimators. Grenander (10) developed the abstract theory of the method of sieves and provided a wealth of examples illustrating its use. This article is to appear under the entry SIEVES, METHOD OF in the Encylopedia of Statistical Sciences.
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1985
- Accession Number
- ADA164087
Entities
People
- Ian W. Mckeague
Organizations
- Florida State University