On nonparametric maximum likelihood for a class of stochastic inverse problems

ChafaI¨, Djalil and Jean-Michel Loubes

Statistics & Probability Letters, 2006, vol. 76, issue 12, 1225-1237

Abstract: We establish the consistency of a nonparametric maximum likelihood estimator for a class of stochastic inverse problems. We proceed by embedding the framework into the general settings of early results of Pfanzagl related to mixtures [Pfanzagl, J., 1998a. Consistency of maximum likelihood estimators for certain nonparametric families, in particular: mixtures. J. Statist. Plann. Inference 19(2), 137-158, MR 89g:62063; Pfanzagl, J., 1998b. Large deviation inequality for maximum likelihood estimators for certain nonparametric families, in particular: mixtures. Ann. Stats. 19(2), 137-158, MR 89g:62063].

Keywords: Inverse; problems; Nonlinear; models; Maximum; likelihood; EM; algorithm; Mixtures; of; probability; measures; Repeated; measurements; data; Longitudinal; data (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (2)

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