Monte Carlo evidence on adaptive maximum likelihood estimation of a regression (Q1090025): Difference between revisions
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Latest revision as of 20:04, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo evidence on adaptive maximum likelihood estimation of a regression |
scientific article |
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Monte Carlo evidence on adaptive maximum likelihood estimation of a regression (English)
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1987
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This paper reports Monte Carlo evidence on the fixed sample size properties of adaptive maximum likelihood estimates of a linear regression. The focus is on the problem of selecting the smoothing and trimming parameters used in estimating the score function. We examine the performance of adaptive maximum likelihood estimators when these parameters are preselected or, alternatively, are determined by a data-based bootstrap method.
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fixed sample size properties
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adaptive maximum likelihood estimates
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selecting the smoothing and trimming parameters
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estimating the score function
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data-based bootstrap method
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