On maximum likelihood estimation in infinite dimensional parameter spaces
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Publication:808575
DOI10.1214/aos/1176348113zbMath0732.62026OpenAlexW2053243890MaRDI QIDQ808575
Thomas A. Severini, Wing-Hung Wong
Publication date: 1991
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348113
rate of convergenceasymptotic efficiencysemiparametric modelsdensity estimationapproximate maximum likelihood estimatorscore functionsinfinite-dimensional parametertransformation modelsconditionally exponential family modelsentropy indexestimating smooth functionals
Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)
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