Maximum smoothed likelihood estimation
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Publication:3378804
zbMATH Open1086.62032MaRDI QIDQ3378804FDOQ3378804
Authors: Edward L. Ionides 
Publication date: 4 April 2006
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likelihoodmaximum likelihood estimationsmoothinglocal asymptotic normalityspectral peaksmaximum smoothed likelihood estimation
Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and spectral analysis (62M15)
Cited In (15)
- The single–humpedness of likelihood function revisisted*
- Smoothed log-concave maximum likelihood estimation with applications
- Maximum smoothed likelihood estimators for the interval censoring model
- A universally consistent modification of maximum likelihood
- Approximate maximum likelihood estimation of the autologistic model
- A simple approach to maximum intractable likelihood estimation
- One-Step Estimation with Scaled Proximal Methods
- Maximum smoothed likelihood density estimation
- A smoothing principle for the Huber and other location \(M\)-estimators
- A computational strategy for doubly smoothed MLE exemplified in the normal mixture model
- Scalable Monte Carlo inference and rescaled local asymptotic normality
- Numerical method of estimating the maximal likelihood of a smooth parametric manifold
- Maximum likelihood estimation of smooth monotone and unimodal densities.
- Smoothing of likelihood ratio statistic for equiprobable multinomial goodness-of-fit
- Time series analysis via mechanistic models
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