On maximum likelihood estimation in infinite dimensional parameter spaces
From MaRDI portal
(Redirected from Publication:808575)
Recommendations
Cited in
(34)- Large deviations and estimation in infinite-dimensional models
- Nonparametric maximum likelihood estimation in a non locally compact setting
- On methods of sieves and penalization
- Bartlett identities and large deviations in likelihood theory
- Efficient estimation for the proportional hazards model with interval censoring
- Convergence rate and Bahadur type representation of general smoothing spline M-estimates
- Stein 1956: Efficient nonparametric testing and estimation
- Convergence rates of deep ReLU networks for multiclass classification
- Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models
- Sieve \(M\) inference on irregular parameters
- On Bahadur efficiency and maximum likelihood estimation in general parameter spaces
- scientific article; zbMATH DE number 5811449 (Why is no real title available?)
- An integrated kernel-weighted smoothed maximum score estimator for the partially linear binary response model
- A Geometric Approach to Maximum Likelihood Estimation for Infinite- Dimensional Gaussian Location. II
- Bayesian estimation in a high dimensional parameter framework
- A Geometric Approach to Maximum Likelihood Estimation for Infinite-Dimensional Location. III
- Efficiency. of infinite dimensional M‐ estimators
- Asymptotic normality of the NPMLE of linear functionals for interval censored data, case 1
- scientific article; zbMATH DE number 868189 (Why is no real title available?)
- Invariant Theory and Scaling Algorithms for Maximum Likelihood Estimation
- On maximum likelihood estimation of the semi-parametric Cox model with time-varying covariates
- Semiparametric estimation of signaling games with equilibrium refinement
- Toward Computerized Efficient Estimation in Infinite-Dimensional Models
- Distribution free estimation of heteroskedastic binary response models using probit/logit criterion functions
- Statistical inference for infinite-dimensional parameters via asymptotically pivotal estimating functions
- A practical guide to compact infinite dimensional parameter spaces
- A simplified approach to computing efficiency bounds in semiparametric models
- Estimation of non-smooth non-parametric estimating equations models with dependent data
- Extension of the Watanabe-Sagawa-Ueda uncertainty relations for measurement errors to infinite-dimensional systems
- Efficient Estimation of Parameters in Marginals in Semiparametric Multivariate Models
- Functional partially linear single-index model with beta distribution
- Convergence rate of sieves estimates for an autoregressive Hilbert space
- Estimation and inference for quantile partially linear varying coefficients models with missing observations
- Donsker-type theorems for nonparametric maximum likelihood estimators
This page was built for publication: On maximum likelihood estimation in infinite dimensional parameter spaces
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q808575)
