Monte Carlo evidence on adaptive maximum likelihood estimation of a regression

DOI10.1214/aos/1176350359zbMath0621.62034OpenAlexW2089892975MaRDI QIDQ1090025

David A. Hsieh, Charles F. Manski

Publication date: 1987

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350359

zbMATH Keywords

adaptive maximum likelihood estimatesdata-based bootstrap methodestimating the score functionfixed sample size propertiesselecting the smoothing and trimming parameters

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

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