The asymptotic properties of the maximum-relevance weighted likelihood estimators

DOI10.2307/3315356zbMath0904.62031OpenAlexW2119632588MaRDI QIDQ4344833

Fei-fang Hu

Publication date: 21 January 1999

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315356

zbMATH Keywords

asymptotic normalityKullback-Leibler informationweak consistencymaximum-likelihood estimategeneralized smoothing modelmaximum-relevance weighted likelihood estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Foundations and philosophical topics in statistics (62A01)

Related Items (12)

Unnamed Item ⋮ Selecting likelihood weights by cross-validation ⋮ Weighted likelihood recapture estimation of detection probabilities from an ice‐based survey of bowhead whales ⋮ Asymptotic properties of maximum weighted likelihood estimators. ⋮ Combining the data from two normal populations to estimate the mean of one when their means difference is bounded ⋮ Derivation of mixture distributions and weighted likelihood function as minimizers of KL-divergence subject to constraints ⋮ Approximating bayesian inference by weighted likelihood ⋮ Weighted empirical likelihood inference for multiple samples ⋮ Fractionally-supervised classification ⋮ Asymptotic properties of the MAMSE adaptive likelihood weights ⋮ Nonparametric adaptive likelihood weights ⋮ Asymptotic Properties of Adaptive Likelihood Weights by Cross-Validation

Cites Work

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• Limiting behavior of weighted sums of independent random variables
• Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences
• Note on the Consistency of the Maximum Likelihood Estimate

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