Nonparametric maximum likelihood density estimation and simulation-based minimum distance estimators

DOI10.3103/S1066530711040028zbMath1308.62073arXiv1012.3851OpenAlexW2101767241MaRDI QIDQ2261906

Florian Gach, Benedikt M. Pötscher

Publication date: 13 March 2015

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1012.3851

zbMATH Keywords

indirect inferencenonparametric maximum likelihooduniform central limit theorem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Functional limit theorems; invariance principles (60F17)

Related Items

Nonparametric maximum likelihood density estimation and simulation-based minimum distance estimators ⋮ ESTIMATION OF DYNAMIC DISCRETE CHOICE MODELS BY MAXIMUM LIKELIHOOD AND THE SIMULATED METHOD OF MOMENTS

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