Asymptotic properties of the MAMSE adaptive likelihood weights

DOI10.1016/j.jspi.2008.10.001zbMath1160.62043OpenAlexW2091354809MaRDI QIDQ1015856

Jean-François Plante

Publication date: 30 April 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.10.001

zbMATH Keywords

bootstrapasymptoticsstatistical inferencestrong consistencynonparametricsweighted likelihoodborrowing strengthmaximum weighted likelihood estimate

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Point estimation (62F10) Order statistics; empirical distribution functions (62G30)

Related Items (6)

About an adaptively weighted Kaplan-Meier estimate ⋮ A Cross-Validation Statistical Framework for Asymmetric Data Integration ⋮ Rank correlation under categorical confounding ⋮ Fractionally-supervised classification ⋮ A predictive approach to measuring the strength of statistical evidence for single and multiple comparisons ⋮ Model-based estimation of baseball batting metrics

Uses Software

• AS 307

Cites Work

• Unnamed Item
• Asymptotic properties of maximum weighted likelihood estimators.
• Selecting likelihood weights by cross-validation
• The asymptotic properties of the maximum-relevance weighted likelihood estimators
• Algorithm AS 307: Bivariate Location Depth
• The weighted likelihood
• Nonparametric adaptive likelihood weights
• Note on the Consistency of the Maximum Likelihood Estimate
• Relevance weighted likelihood for dependent data.

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