Asymptotic properties of maximum likelihood estimators based on conditional specification

DOI10.1214/AOS/1176344785MaRDI QIDQ598744zbMATH OpenOpenAlexWikidataFDO

Authors Pranab K. Sen

Publication date 1979

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

Full work available at URL https://doi.org/10.1214/aos/1176344785

zbMATH Keywords

asymptotic biasasymptotic dispersion matrixasymptotic distributionasymptotic relative efficienciesconditional specificationD-optimalitygeneral multi-sample parametric modelpreliminary test maximum likelihood estimatorrobustness

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12)

Cited in

(26)

• Some comments on maximum likelihood and partial least squares methods
• Minimaxity and nonminimaxity of a preliminary test estimator for the multivariate normal mean
• The foundations of confounding in epidemiology
• Equivalent models in covariance structure analysis
• Asymptotics of estimates in constrained nonlinear regression with long-range dependent innova\-tions
• Distributional results for thresholding estimators in high-dimensional Gaussian regression models
• On the impact of model selection on predictor identification and parameter inference
• On the harm that ignoring pretesting can cause
• The distribution of a linear predictor after model selection: conditional finite-sample distributions and asymptotic approximations
• On various confidence intervals post-model-selection
• Valid post-selection inference
• Asymptotic size and a problem with subsampling and with the \(m\) out of \(n\) bootstrap
• CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?
• On two-stage shrinkage testtimation
• The distribution of estimators after model selection:large and small sample results
• THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS
• MODEL SELECTION AND INFERENCE: FACTS AND FICTION
• AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS
• Consistent inference for biased sub-model of high-dimensional partially linear model
• The coverage properties of confidence regions after model selection
• The ET interview: Benedikt M. Pötscher
• Evaluation of removable statistical interaction for binary traits
• Simulation-based consistent inference for biased working model of non-sparse high-dimensional linear regression
• On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
• Can one estimate the conditional distribution of post-model-selection estimators?
• Preliminary Phi-divergence test estimator for multinomial probabilities

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