On maximum likelihood estimation in infinite dimensional parameter spaces
DOI10.1214/AOS/1176348113zbMATH Open0732.62026OpenAlexW2053243890MaRDI QIDQ808575FDOQ808575
Authors: Thomas Severini, Wing H. Wong 
Publication date: 1991
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348113
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density estimationrate of convergenceasymptotic efficiencysemiparametric modelsscore functionsinfinite-dimensional parametertransformation modelsapproximate maximum likelihood estimatorconditionally exponential family modelsentropy indexestimating smooth functionals
Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)
Cited In (27)
- A Geometric Approach to Maximum Likelihood Estimation for Infinite- Dimensional Gaussian Location. II
- On methods of sieves and penalization
- On maximum likelihood estimation of the semi-parametric Cox model with time-varying covariates
- Convergence rates of deep ReLU networks for multiclass classification
- Efficient estimation for the proportional hazards model with interval censoring
- Statistical inference for infinite-dimensional parameters via asymptotically pivotal estimating functions
- Invariant Theory and Scaling Algorithms for Maximum Likelihood Estimation
- A practical guide to compact infinite dimensional parameter spaces
- Large deviations and estimation in infinite-dimensional models
- A simplified approach to computing efficiency bounds in semiparametric models
- Distribution free estimation of heteroskedastic binary response models using probit/logit criterion functions
- Convergence rate and Bahadur type representation of general smoothing spline M-estimates
- AN INTEGRATED KERNEL-WEIGHTED SMOOTHED MAXIMUM SCORE ESTIMATOR FOR THE PARTIALLY LINEAR BINARY RESPONSE MODEL
- Donsker-type theorems for nonparametric maximum likelihood estimators
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- Toward Computerized Efficient Estimation in Infinite-Dimensional Models
- A Geometric Approach to Maximum Likelihood Estimation for Infinite-Dimensional Location. III
- Stein 1956: Efficient nonparametric testing and estimation
- Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models
- Efficiency. of infinite dimensional M‐ estimators
- Asymptotic normality of the NPMLE of linear functionals for interval censored data, case 1
- Estimation of non-smooth non-parametric estimating equations models with dependent data
- On Bahadur efficiency and maximum likelihood estimation in general parameter spaces
- Bartlett identities and large deviations in likelihood theory
- Semiparametric estimation of signaling games with equilibrium refinement
- Sieve \(M\) inference on irregular parameters
- Title not available (Why is that?)
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