Convex models, MLE and misspecification

DOI10.1214/aos/996986503zbMath1029.62020OpenAlexW2022937345MaRDI QIDQ1848856

Valentin Patilea

Publication date: 14 November 2002

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

Full work available at URL: https://doi.org/10.1214/aos/996986503

zbMATH Keywords

misspecificationconvex models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Related Items (15)

S -Convex Extrema, Taylor-Type Expansions and Stochastic Approximations ⋮ Least-squares estimation of a convex discrete distribution ⋮ The limiting behavior of isotonic and convex regression estimators when the model is misspecified ⋮ Metropolis–Hastings via Classification ⋮ Revisiting consistency of a recursive estimator of mixing distributions ⋮ Asymptotic properties of predictive recursion: robustness and rate of convergence ⋮ Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors ⋮ Local continuity of log-concave projection, with applications to estimation under model misspecification ⋮ Asymptotic theory for maximum likelihood in nonparametric mixture models ⋮ Near universal consistency of the maximum pseudolikelihood estimator for discrete models ⋮ Convergence of linear functionals of the Grenander estimator under misspecification ⋮ Approximation by log-concave distributions, with applications to regression ⋮ Point estimation with exponentially tilted empirical likelihood ⋮ GMM and misspecification correction for misspecified models with diverging number of parameters ⋮ On an algorithm for solving Fredholm integrals of the first kind

Cites Work

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• A Class of Random Variables with Discrete Distributions
• Convergence of stochastic processes

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