AbstractSuppose that independent observations come from an unspecified unknown distribution. Then we consider the maximum likelihood based on a specified parametric family which provides a good approximation of the true distribution. We examine the asymptotic properties of the maximum likelihood estimate and of the maximum likelihood. These results will be applied to the model selection problem
In completely specified models, where explicit formulae are derivable for the probabilities of obser...
We establish a general asymptotic theory for nonparametric maximum likelihood estimation in semipara...
AbstractThe conditional maximum likelihood estimator is suggested as an alternative to the maximum l...
AbstractSuppose that independent observations come from an unspecified unknown distribution. Then we...
Hjort & Claeskens (2003) developed an asymptotic theory for model selection, model averaging and sub...
This article develops a theory of maximum empirical likelihood estimation and empirical likelihood r...
© 2020 Elsevier B.V. The paper obtains analytical results for the asymptotic properties of Model Sel...
International audienceInference for the parametric distribution of a response given covariates is co...
Maximum likelihood estimation is a standard approach when confronted with the task of finding estima...
Maximum likelihood approach for independent but not identically distributed observations is studied....
Plug-in estimation and corresponding refinements involving penalisation have been considered in vari...
The paper obtains analytical results for the asymptotic properties of Model Selection Criteria -- wi...
In this paper, we propose a classical approach to model selection. Using the Kullback-Leibler Inform...
In likelihood inference we usually assume the model is fixed and then base inference on the corresp...
We consider maximum likelihood estimation of the parameters of a probability density which is zero f...
In completely specified models, where explicit formulae are derivable for the probabilities of obser...
We establish a general asymptotic theory for nonparametric maximum likelihood estimation in semipara...
AbstractThe conditional maximum likelihood estimator is suggested as an alternative to the maximum l...
AbstractSuppose that independent observations come from an unspecified unknown distribution. Then we...
Hjort & Claeskens (2003) developed an asymptotic theory for model selection, model averaging and sub...
This article develops a theory of maximum empirical likelihood estimation and empirical likelihood r...
© 2020 Elsevier B.V. The paper obtains analytical results for the asymptotic properties of Model Sel...
International audienceInference for the parametric distribution of a response given covariates is co...
Maximum likelihood estimation is a standard approach when confronted with the task of finding estima...
Maximum likelihood approach for independent but not identically distributed observations is studied....
Plug-in estimation and corresponding refinements involving penalisation have been considered in vari...
The paper obtains analytical results for the asymptotic properties of Model Selection Criteria -- wi...
In this paper, we propose a classical approach to model selection. Using the Kullback-Leibler Inform...
In likelihood inference we usually assume the model is fixed and then base inference on the corresp...
We consider maximum likelihood estimation of the parameters of a probability density which is zero f...
In completely specified models, where explicit formulae are derivable for the probabilities of obser...
We establish a general asymptotic theory for nonparametric maximum likelihood estimation in semipara...
AbstractThe conditional maximum likelihood estimator is suggested as an alternative to the maximum l...