Asymptotic Properties of Adaptive Likelihood Weights by Cross-Validation

DOI10.1080/03610920600692664zbMath1105.62027OpenAlexW2036497404MaRDI QIDQ3424157

Xiao-Gang Wang

Publication date: 15 February 2007

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920600692664

zbMATH Keywords

consistencyasymptotic normalitycross-validationweighted likelihood

Mathematics Subject Classification ID

Related Items (1)

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Cites Work

• Weighted likelihood estimating equations: The discrete case with applications to logistic regression
• Asymptotic properties of maximum weighted likelihood estimators.
• Selecting likelihood weights by cross-validation
• Local Likelihood Estimation
• A Class of Local Likelihood Methods and Near-Parametric Asymptotics
• Weighted Likelihood Equations with Bootstrap Root Search
• The asymptotic properties of the maximum-relevance weighted likelihood estimators
• Relevance weighted likelihood for dependent data.

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