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Avtomatika i Telemekhanika, 2013, Issue 10, Pages 68–85
(Mi at6149)
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Topical issue
Uniform properties of the local maximum likelihood estimate
M. M. Zhilovaab, V. G. Spokoinybca a Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany
b Moscow Institute of Physics and Technology (State University), Dolgoprudny, Russia
c Humboldt University of Berlin, Berlin, Germany
Abstract:
Consideration was given to the properties of the local maximum likelihood estimate for the generalized regression model. The local-parameter uniform confidence belt for the regression function was constructed with their aid.
Citation:
M. M. Zhilova, V. G. Spokoiny, “Uniform properties of the local maximum likelihood estimate”, Avtomat. i Telemekh., 2013, no. 10, 68–85; Autom. Remote Control, 74:10 (2013), 1656–1669
Linking options:
https://www.mathnet.ru/eng/at6149 https://www.mathnet.ru/eng/at/y2013/i10/p68
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Statistics & downloads: |
Abstract page: | 322 | Full-text PDF : | 85 | References: | 43 | First page: | 32 |
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