Convex models, MLE and misspecification
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Publication:1848856
DOI10.1214/AOS/996986503zbMATH Open1029.62020OpenAlexW2022937345MaRDI QIDQ1848856FDOQ1848856
Authors: 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
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Cites Work
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- \(M\)-estimation, convexity and quantiles
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- Large deviation probabilities for certain nonparametric maximum likelihood estimators
- Asymptotic properties of maximum likelihood estimates in the mixed Poisson model
- Properties of Probability Distributions with Monotone Hazard Rate
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- Probability inequalities for likelihood ratios and convergence rates of sieve MLEs
- Maximum likelihood estimation of a compound Poisson process
- Rates of convergence for minimum contrast estimators
- Hellinger-consistency of certain nonparametric maximum likelihood estimators
- On the measurability and consistency of minimum contrast estimates
- The Grenander estimator: A nonasymptotic approach
- Consistency of maximum likelihood estimators for certain nonparametric families, in particular: Mixtures
- A Class of Random Variables with Discrete Distributions
- Asymptotically optimal estimation in misspecified time series models
- On the identifiability of mixtures of infinitely divisible power series distributions
- Maximum Likelihood Estimation for Distributions with Monotone Failure Rate
- Strong consistency of approximate maximum likelihood estimators with applications in nonparametrics
Cited In (17)
- 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
- Concave extended linear modeling: A theoretical synthesis
- Metropolis–Hastings via Classification
- Asymptotic properties of predictive recursion: robustness and rate of convergence
- On an algorithm for solving Fredholm integrals of the first kind
- Revisiting consistency of a recursive estimator of mixing distributions
- Approximation by log-concave distributions, with applications to regression
- The limiting behavior of isotonic and convex regression estimators when the model is misspecified
- GMM and misspecification correction for misspecified models with diverging number of parameters
- On the risk of convex-constrained least squares estimators under misspecification
- Least-squares estimation of a convex discrete distribution
- Point estimation with exponentially tilted empirical likelihood
- S -Convex Extrema, Taylor-Type Expansions and Stochastic Approximations
- Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors
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