Asymptotic Properties of Adaptive Likelihood Weights by Cross-Validation
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Publication:3424157
DOI10.1080/03610920600692664zbMath1105.62027MaRDI QIDQ3424157
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
62F12: Asymptotic properties of parametric estimators
62H12: Estimation in multivariate analysis
62F10: Point estimation
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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.