Nonparametric Maximum Likelihood Estimation for Shifted Curves

書誌事項

公開日
2001-07-01
権利情報
  • https://academic.oup.com/journals/pages/open_access/funder_policies/chorus/standard_publication_model
DOI
  • 10.1111/1467-9868.00283
公開者
Oxford University Press (OUP)

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説明

<jats:title>Summary</jats:title> <jats:p>The analysis of a sample of curves can be done by self-modelling regression methods. Within this framework we follow the ideas of nonparametric maximum likelihood estimation known from event history analysis and the counting process set-up. We derive an infinite dimensional score equation and from there we suggest an algorithm to estimate the shape function for a simple shape invariant model. The nonparametric maximum likelihood estimator that we find turns out to be a Nadaraya–Watson-like estimator, but unlike in the usual kernel smoothing situation we do not need to select a bandwidth or even a kernel function, since the score equation automatically selects the shape and the smoothing parameter for the estimation. We apply the method to a sample of electrophoretic spectra to illustrate how it works.</jats:p>

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