Asymptotic properties of maximum weighted likelihood estimators.

DOI10.1016/S0378-3758(02)00410-XzbMath1041.62020OpenAlexW2039650962MaRDI QIDQ1417793

James V. Zidek, Xiao-Gang Wang, van Eeden, Constance

Publication date: 6 January 2004

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(02)00410-x

zbMATH Keywords

ConsistencyAsymptotic normalityJames-SteinWeighted likelihood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

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Cites Work

• Estimating a bounded normal mean
• Combining the data from two normal populations to estimate the mean of one when their means difference is bounded
• Local Likelihood Estimation
• A Class of Local Likelihood Methods and Near-Parametric Asymptotics
• The asymptotic properties of the maximum-relevance weighted likelihood estimators
• Estimating one of two normal means when their difference is bounded
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