Asymptotic Properties of Adaptive Likelihood Weights by Cross-Validation (Q3424157): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: Xiao-Gang Wang / rank
Normal rank
 
Property / author
 
Property / author: Xiao-Gang Wang / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/03610920600692664 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2036497404 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Class of Local Likelihood Methods and Near-Parametric Asymptotics / rank
 
Normal rank
Property / cites work
 
Property / cites work: The asymptotic properties of the maximum-relevance weighted likelihood estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Relevance weighted likelihood for dependent data. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weighted likelihood estimating equations: The discrete case with applications to logistic regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weighted Likelihood Equations with Bootstrap Root Search / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local Likelihood Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Selecting likelihood weights by cross-validation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic properties of maximum weighted likelihood estimators. / rank
 
Normal rank

Latest revision as of 13:46, 25 June 2024

scientific article
Language Label Description Also known as
English
Asymptotic Properties of Adaptive Likelihood Weights by Cross-Validation
scientific article

    Statements

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references