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Semi-nonparametric maximum likelihood estimation. (English) Zbl 0631.62110

The density of Hermite forms: \[ h(u)=P^ 2_ k(u-\tau)\Phi^ 2(u| \tau,diag(\gamma)) \] where \(P_ k\) is a polynomial of degree K and \(\Phi\) is the density function of the multivariate normal distribution is shown to be capable of approximating any density arbitrarily closely subject to minimal qualifications relating to compactness, denseness, uniform convergence and identification defined over the parameter space.
Reviewer: L.Podkaminer

MSC:

62P20 Applications of statistics to economics
62G05 Nonparametric estimation
62F10 Point estimation
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