Using specially designed exponential families for density estimation
成果类型：
Article
署名作者：
Efron, B; Tibshirani, R
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
发表日期：
1996
页码：
2431-2461
关键词：
摘要：
We wish to estimate the probability density g(y) that produced an observed random sample of vectors y(1), y(2),..., y(n). Estimates of g(y) are traditionally constructed in two quite different ways: by maximum likelihood fitting within some parametric family such as the normal or by nonparametric methods such as kernel density estimation. These two methods can be combined by putting an exponential family ''through'' a kernel estimator. These are the specially designed exponential families mentioned in the title. Poisson regression methods play a major role in calculations concerning such families.