短样本概率密度的参数极大似然估计
Estimating probability densities from short samples: a parametric maximum likelihood approach
摘要：
提出了一种类似于自回归谱估计的参数方法来确定随机集的概率密度函数。该方法通过最大化pdf的可能性来进行，从而产生在尾部与在分布的大部分中同样表现良好的估计。因此，它非常适合于分析从光滑PDF中提取的短集，并因其计算方案的简单性而脱颖而出。讨论了它的优点和局限性。
英文摘要：
A parametric method similar to autoregressive spectral estimators is proposed to determine the probability density function (pdf) of a random set. The method proceeds by maximizing the likelihood of the pdf, yielding estimates that perform equally well in the tails as in the bulk of the distribution. It is therefore well suited for the analysis short sets drawn from smooth pdfs and stands out by the simplicity of its computational scheme. Its advantages and limitations are discussed.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
