Estimating probability densities from short samples: a parametric maximum likelihood approach
Overview & Synopsis
A parametric method similar to autoregressive spectral estimators is proposed to determine the probability density function (pdf) of a random set. The method proceeds by maximizing the likelihood of the pdf, yielding estimates that perform equally well in the tails as in the bulk of the distribution. It is therefore well suited for the analysis short sets drawn from smooth pdfs and stands out by the simplicity of its computational scheme. Its advantages and limitations are discussed.
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Document Information
| Document Title | Estimating probability densities from short samples: a parametric maximum likelihood approach |
|---|---|
| Author / Organization | Thierry Dudok de Wit, E. Floriani |
| Subject & Discipline | Multidisciplinary Academic Open Research |
| Categories | Science & Mathematics |
| Publication Year | 1998 |
| License / Rights | Open Access / Creative Commons |
| Resource Verification | Listed PDF (Verification Pending) |
| Original Host Website |
HAL Open Science
(hal.science)
|
| File Format | application/pdf (Portable Document Format) |
| Language | EN |
| Catalog ID | DOC-163724 |
| Original Source Link | Visit Source Page on hal.science » |