Bootstrapping the maximum likelihood estimator in high-dimensional log- linear models

DOI10.1214/aos/1176347264zbMath0683.62025OpenAlexW2083558757MaRDI QIDQ1824964

Wilhelm Sauermann

Publication date: 1989

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347264

zbMATH Keywords

sampling modelsbootstrap estimator of the distribution of the maximum likelihood estimatordecomposable log-linear modelslarge, sparse contingency tablesmodel asymptotics

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Contingency tables (62H17)

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