Sun, Jiayang - In: Statistics & Probability Letters 24 (1995) 4, pp. 347-356
A recently developed penalized non-parametric maximum likehood estimate (NPMLE), of a non-increasing density, overcomes the so-called spiking problem in the well-known NPMLE. In this paper, some iterative procedures for choosing the optimal smoothing parameter in the penalized NPMLE are...