Nonparametric Maximum Likelihood Estimation of Probability Densities by Penalty Function Methods
惩罚函数法下概率密度的非参数最大似然估计
Tne maximum likelihood estimate of a probability density function based on a random sample does not exist in the nonparametric case. For this reason and others based on heuristic Bayesian considerations Good and Gaskins suggested adding a penalty term to the likelihood. They proposed two penalty terms; however they did not establish existence or uniqueness of their maximum penalized likelihood estimates. Good and Gaskins also suggested an alternate approach for calculating…