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Nonparametric (smoothed) likelihood and integral equations |
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| Authors: | Piet Groeneboom |
| Affiliation: | Delft Institute of Applied Mathematics, Delft University of Technology, Mekelweg 4, 2628 CD Delft, The Netherlands |
| Abstract: | We show that there is an intimate connection between the theory of nonparametric (smoothed) maximum likelihood estimators for certain inverse problems and integral equations. This is illustrated by estimators for interval censoring and deconvolution problems. We also discuss the asymptotic efficiency of the MLE for smooth functionals in these models. |
| Keywords: | Interval censoring Deconvolution Maximum likelihood estimators Maximum smoothed likelihood estimators Integral equations Smooth functionals Efficient estimation Asymptotic distribution |
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