A new approach is suggested for the nonparametric estimation of the unknown distribution density under the assumption of the bounded variation of the true density. As an estimator there occurs a statistic based on the application of the maximum likelihood method to the estimation of an infinite-dimensional shifi of a Gaussian process with a known correlation function. The quality of the obtained estimate is investigated.
|Original language||English (US)|
|Number of pages||2|
|Journal||Journal of Soviet Mathematics|
|State||Published - Aug 1 1992|