Lecture
Nonparametric Estimation: Empirical Likelihood Approach
Description
This lecture covers the nonparametric estimation of constrained distributions using the empirical likelihood approach. It explains how to estimate marginal transformations to the Fréchet scale and the Gumbel scale, as well as the dependence parameter. The lecture also delves into the computation of probabilities and the empirical estimation of measures based on data. Additionally, it discusses the maximization of nonparametric likelihood and the consistency of estimators in different dimensions.
This video is available exclusively on Mediaspace for a restricted audience. Please log in to MediaSpace to access it if you have the necessary permissions.
Watch on MediaspaceOfficial source
About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.