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Convergence properties of MLE's and asymptotic simultaneous confidence intervals in fitting cardinal B-splines for density estimation

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  • Atilgan, Taskin
  • Bozdogan, Hamparsum

Abstract

This paper studies the convergence properties of the iterative maximum likelihood estimators (MLE's) in using the EM algorithm for 'mixture' of cardinal B-splines to select the number of knots. The EM algorithm is developed and the asymptotic simultaneous confidence intervals for the unknown true density function are derived when the cardinal B-splines are used for density estimation.

Suggested Citation

  • Atilgan, Taskin & Bozdogan, Hamparsum, 1992. "Convergence properties of MLE's and asymptotic simultaneous confidence intervals in fitting cardinal B-splines for density estimation," Statistics & Probability Letters, Elsevier, vol. 13(2), pages 89-98, January.
    • Handle: RePEc:eee:stapro:v:13:y:1992:i:2:p:89-98
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