Computational procedure for maximum penalized likelihood estimate †

1 December 1979

journal article
research article
Published by Taylor & Francis in Journal of Statistical Computation and Simulation

Vol. 10 (1) , 65-78
https://doi.org/10.1080/00949657908810347

Abstract

Let be iid random variables with common density f. In this paper two algorithms for computing the maximum penalized likelihood estimate of f using the Good Gaskins first penalty function are presented. Some results of Monte Carlo Studies are also given.

Keywords

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