The bootstrapped maximum likelihood estimator with an application
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 3826980 (Why is no real title available?)
- scientific article; zbMATH DE number 4060392 (Why is no real title available?)
- scientific article; zbMATH DE number 3474767 (Why is no real title available?)
- An asymptotic theory for empirical reliability and concentration processes
- Asymptotic Behavior of Some Statistical Estimators II. Limit Theorems for the a Posteriori Density and Bayes’ Estimators
- Asymptotic Behavior of Statistical Estimators in the Smooth Case. I. Study of the Likelihood Ratio
- On goodness-of-fit and the bootstrap
- Quadratic nuisance-parameter-free goodness-of-fit tests in the presence of location and scale parameters
- Some asymptotic theory for the bootstrap
- Strong law for the bootstrap
Cited in
(9)- scientific article; zbMATH DE number 1222380 (Why is no real title available?)
- A bootstrap method for structure detection of NARMAX models
- A goodness-of-fit test for exponential families
- Bootstrap maximum likelihood estimation of the parameter in spectral density of stationary processes
- Statistical estimation of a mixture of Gaussian distributions
- Goodness-of-fit tests for the Cox model via bootstrap method
- scientific article; zbMATH DE number 774866 (Why is no real title available?)
- On the Bootstrap of the Maximum Score Estimator
- Accuracy of nonparametric density estimation for univariate Gaussian mixture models: a comparative study
This page was built for publication: The bootstrapped maximum likelihood estimator with an application
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1186649)
