Uniform properties of the local maximum likelihood estimate

DOI10.1134/S0005117913100068MaRDI QIDQ462085zbMATH OpenFDO

Authors M. M. Zhilova, V. G. Spokoiny

Publication date 15 October 2014

Published in Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Generalized linear models (logistic models) (62J12)

Recommendations

• Local Maximum Likelihood Estimation and Inference
• Almost sure rate of uniform consistency for the local maximum likelihood kernel estimator.
• Asymptotics of kernel estimators based on local maximum likelihood
• Local Likelihood Estimation
• A Class of Local Likelihood Methods and Near-Parametric Asymptotics

Cites work

• scientific article; zbMATH DE number 3921745 (Why is no real title available?)
• scientific article; zbMATH DE number 3720198 (Why is no real title available?)
• Local Maximum Likelihood Estimation and Inference
• Local Regression and Likelihood
• Local quantile regression
• Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors
• Parameter tuning in pointwise adaptation using a propagation approach
• Parametric estimation. Finite sample theory
• Uniform in bandwidth consistency of kernel-type function estimators

Cited in

(3)

• scientific article; zbMATH DE number 4098495 (Why is no real title available?)
• Almost sure rate of uniform consistency for the local maximum likelihood kernel estimator.
• scientific article; zbMATH DE number 3899949 (Why is no real title available?)

This page was built for publication: Uniform properties of the local maximum likelihood estimate

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q462085)