Asymptotics of Monte Carlo maximum likelihood estimators

zbMATH Open1358.62028arXiv1412.6371MaRDI QIDQ2958728FDOQ2958728

Authors: Błażej Miasojedow, Wojciech Niemiro, Jan Palczewski, Wojciech Rejchel 

Publication date: 3 February 2017

Full work available at URL: https://arxiv.org/abs/1412.6371

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zbMATH Keywords

maximum likelihood estimationempirical processimportance samplingMonte Carlo methodasymptotic statistics

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Monte Carlo methods (65C05) Central limit and other weak theorems (60F05)

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• Asymptotic normality of the maximum likelihood estimator for cooperative sequential adsorp\-tion
• Asymptotic Properties of Recursive Particle Maximum Likelihood Estimation
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• A note on Monte Carlo maximization by the density ratio model
• Asymmetric convergence of approximations of the Monte Carlo method
• Scalable Monte Carlo inference and rescaled local asymptotic normality
• Asymptotics of maximum likelihood estimators based on Markov chain Monte Carlo methods
• Finite-sample inference and nonstandard asymptotics with Monte Carlo tests and R
• Improved estimators for the GMANOVA problem with application to Monte Carlo simulation
• Maximum likelihood estimation of parameters of a random variable using Monte Carlo methods

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