Geodesic
Maximum likelihood estimator: the nonparametric approach
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 11, Tome 341 (2007), pp. 220-228

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In the paper the maximum likelihood estimator for unknown density is investigated. We deal with censored observations and construct a confidence region for this density. 
@article{ZNSL_2007_341_a15,
     author = {C. Huber and V. N. Solev and I. Vonta},
     title = {Maximum likelihood estimator: the nonparametric approach},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {220--228},
     publisher = {mathdoc},
     volume = {341},
     year = {2007},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2007_341_a15/}
}
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C. Huber; V. N. Solev; I. Vonta. Maximum likelihood estimator: the nonparametric approach. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 11, Tome 341 (2007), pp. 220-228. http://geodesic.mathdoc.fr/item/ZNSL_2007_341_a15/