Maximum likelihood estimation of a nonparametric signal in white noise by optimal control
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References listed on IDEAS
- Rychlik, Tomasz, 1992. "Stochastically extremal distributions of order statistics for dependent samples," Statistics & Probability Letters, Elsevier, vol. 13(5), pages 337-341, April.
- Masaaki Sibuya, 1991. "Bonferroni-type inequalities; Chebyshev-type inequalities for the distributions on [0, n]," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(2), pages 261-285, June.
- Caraux, G. & Gascuel, O., 1992. "Bounds on distribution functions of order statistics for dependent variates," Statistics & Probability Letters, Elsevier, vol. 14(2), pages 103-105, May.
- Gascuel, O. & Caraux, G., 1992. "Bounds on expectations of order statistics via extremal dependences," Statistics & Probability Letters, Elsevier, vol. 15(2), pages 143-148, September.
- Rychlik, Tomasz, 1995. "Bounds for order statistics based on dependent variables with given nonidentical distributions," Statistics & Probability Letters, Elsevier, vol. 23(4), pages 351-358, June.
More about this item
KeywordsNonparametric signal in white noise Maximum likelihood Smoothness classes Extremal problems Optimal control Iterative solution;
StatisticsAccess and download statistics
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