Selecting likelihood weights by cross-validation

DOI10.1214/009053604000001309zbMath1068.62025arXivmath/0505599OpenAlexW2000077938MaRDI QIDQ2388343

James V. Zidek, Xiao-Gang Wang

Publication date: 12 September 2005

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

Full work available at URL: https://arxiv.org/abs/math/0505599

zbMATH Keywords

asymptotic normalitycross-validationweighted likelihoodadaptive weightsconsistently

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Point estimation (62F10)

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Uses Software

• AutoClass

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