Maximum smoothed likelihood estimation

MaRDI QIDQ3378804zbMATH OpenFDO

Authors Edward L. Ionides

Publication date 4 April 2006

zbMATH Keywords

likelihoodmaximum likelihood estimationsmoothinglocal asymptotic normalityspectral peaksmaximum smoothed likelihood estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(15)

• Maximum smoothed likelihood estimators for the interval censoring model
• Smoothed log-concave maximum likelihood estimation with applications
• The single–humpedness of likelihood function revisisted*
• Approximate maximum likelihood estimation of the autologistic model
• A universally consistent modification of maximum likelihood
• 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
• Numerical method of estimating the maximal likelihood of a smooth parametric manifold
• Scalable Monte Carlo inference and rescaled local asymptotic normality
• 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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