A universally consistent modification of maximum likelihood

DOI10.5705/ss.2011.255zbMath1284.62233OpenAlexW2318725657MaRDI QIDQ4921663

Byungtae Seo, Bruce G. Lindsay

Publication date: 13 May 2013

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/118a97bac72daaaaae9f4b070cb77a8908dfee93

zbMATH Keywords

consistencyefficiencyspectral decompositionMLEmeasurement errorNPMLE

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Point estimation (62F10)

Related Items (8)

Semiparametric estimation for linear regression with symmetric errors ⋮ Semiparametric maximum likelihood estimation of stochastic frontier model with errors-in-variables ⋮ Universal inference ⋮ The doubly smoothed maximum likelihood estimation for location-shifted semiparametric mixtures ⋮ Nearly universal consistency of maximum likelihood in discrete models ⋮ A computational strategy for doubly smoothed MLE exemplified in the normal mixture model ⋮ Statistical inference based on bridge divergences ⋮ Minimum disparity inference and the empty cell penalty: asymptotic results

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