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

Taskin Atilgan and Hamparsum Bozdogan

Statistics & Probability Letters, 1992, vol. 13, issue 2, 89-98

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.

Keywords: Cardinal; B-splines; density; estimation; convergence; asymptotic; confidence; intervals (search for similar items in EconPapers)
Date: 1992
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