Nonparametric density estimation with grouped observations |
| |
| Authors: | P. H.C. Eilers |
| |
| Affiliation: | Rijnmond Central Environmental Agency 's-Gravelandseweg 565 NL-3179 XT Schiedam The Netherlands |
| |
| Abstract: | A smooth and detailed distribution is fitted to coarsely grouped frequency data by a nonparametric approach, based on penalized maximum likelihood. The estimated distribution conserves mean and variance of the data. The numerical solution is described and a compact and simplified algorithm is given. The procedure is applied to two empirical datasets. |
| |
| Keywords: | penalized likelihood estimation density estimation finite differences histogram |
|
