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Penalized maximum likelihood estimation and effective dimension - MaRDI portal

Penalized maximum likelihood estimation and effective dimension (Q520783)

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Penalized maximum likelihood estimation and effective dimension
scientific article

    Statements

    title
    Penalized maximum likelihood estimation and effective dimension (English)
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    author
    Vladimir Spokoiny
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    publication date
    6 April 2017
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    zbMATH Keywords
    penalty
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    Wilks and Fisher expansions
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    maximum likelihood estimation
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    Identifiers

    DOI
    10.1214/15-AIHP720
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    Mathematics Subject Classification ID
    62F10
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    62J12
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    62F25
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    62H12
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    zbMATH DE Number
    6701705
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    arXiv ID
    1205.0498
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    OpenAlex ID
    W2963550177
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