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Nonparametric density estimation with grouped observations
Author(s) -
Eilers P. H.C.
Publication year - 1991
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.1991.tb01308.x
Subject(s) - mathematics , nonparametric statistics , statistics , variance (accounting) , empirical likelihood , distribution (mathematics) , maximum likelihood , algorithm , mathematical analysis , confidence interval , accounting , business
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.