Simultaneous equation penalized likelihood estimation of vehicle accident injury severity

Penalized Likelihood Density Estimation :

Multiscale Likelihood Analysis and Complexity Penalized Estimation

We describe here a framework for a certain class of multiscale likelihood factorizations wherein, in analogy to a wavelet decomposition of an L function, a given likelihood function has an alternative representation as a product of conditional densities reflecting information in both the data and the parameter vector localized in position and scale. The framework is developed as a set of suffic...

Penalized Likelihood Estimation: Convergence under Incorrect Model

Penalized likelihood method is among the most eeective tools for nonparametric multivari-ate function estimation. Recently, a generic computation-oriented asymptotic theory has been developed in the density estimation setting, and been extended to other settings such as conditional density estimation, regression, and hazard rate estimation, under the assumption that the true function resides in...

Penalized Likelihood Estimation in Gaussian Mixture Models

Simultaneous monitoring of process mean vector and covariance matrix via penalized likelihood estimation

In recent years, some authors have incorporated the penalized likelihood estimation into designing multivariate control charts under the premise that in practice typically only a small set of variables actually contributes to changes in the process. The advantage of the penalized likelihood estimation is that it produces sparse and more focused estimates of the unknown population parameters whi...