메뉴 건너뛰기




Volumn 15, Issue 4, 2005, Pages 1003-1014

Maximum smoothed likelihood estimation

Author keywords

Likelihood; Local asymptotic normality; Maximum likelihood estimation; Maximum smoothed likelihood estimation; Smoothing

Indexed keywords


EID: 30744455254     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (18)

References (18)
  • 1
    • 0013914157 scopus 로고
    • Evaluation of the maximum likelihood estimator where the likelihood equation has multiple roots
    • Barnett, V. D. (1966). Evaluation of the maximum likelihood estimator where the likelihood equation has multiple roots. Biometrika 53, 151-165.
    • (1966) Biometrika , vol.53 , pp. 151-165
    • Barnett, V.D.1
  • 3
    • 0000729652 scopus 로고    scopus 로고
    • Inference in hidden Markov models, I: Local asymptotic normality in the stationary case
    • Bickel, P. J. and Ritov, Y. (1996). Inference in hidden Markov models, I: local asymptotic normality in the stationary case. Bernoulli 2, 199-228.
    • (1996) Bernoulli , vol.2 , pp. 199-228
    • Bickel, P.J.1    Ritov, Y.2
  • 4
    • 0032329029 scopus 로고    scopus 로고
    • Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models
    • Bickel, P. J., Ritov, Y. and Ryden, T. (1998). Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models. Ann. Statist. 26, 1614-1635.
    • (1998) Ann. Statist. , vol.26 , pp. 1614-1635
    • Bickel, P.J.1    Ritov, Y.2    Ryden, T.3
  • 5
    • 84936916896 scopus 로고
    • Robust locally weighted regression and smoothing scatterplots
    • Cleveland, W. S. (1979). Robust locally weighted regression and smoothing scatterplots. J. Amer. Statist. Assoc. 74, 829-836.
    • (1979) J. Amer. Statist. Assoc. , vol.74 , pp. 829-836
    • Cleveland, W.S.1
  • 7
    • 0002492538 scopus 로고
    • The asymptotic efficiency of a maximum likelihood estimator
    • University of California Press, Berkeley
    • Daniels, H. E. (1960). The asymptotic efficiency of a maximum likelihood estimator. In Proc. Fourth Berkeley Symp. Math. Statist. Probab. 1, 151-163. University of California Press, Berkeley.
    • (1960) Proc. Fourth Berkeley Symp. Math. Statist. Probab. , vol.1 , pp. 151-163
    • Daniels, H.E.1
  • 8
    • 0001197731 scopus 로고
    • Monte Carlo methods of inference for implicit statistical models
    • Diggle, P. J. and Gratton, R. J. (1984). Monte Carlo methods of inference for implicit statistical models. J. Roy. Statist. Soc. 46, 193-227.
    • (1984) J. Roy. Statist. Soc. , vol.46 , pp. 193-227
    • Diggle, P.J.1    Gratton, R.J.2
  • 11
    • 0004694060 scopus 로고    scopus 로고
    • Approximating and maximising the likelihood for a general state-space model
    • (Edited by A. Doucet, N. de Freitas and N. J. Gordon). Springer, New York
    • Hürzeler, M. and Künsch, H. R. (2001). Approximating and maximising the likelihood for a general state-space model. In Sequential Monte Carlo Methods in Practice (Edited by A. Doucet, N. de Freitas and N. J. Gordon), 159-175. Springer, New York.
    • (2001) Sequential Monte Carlo Methods in Practice , pp. 159-175
    • Hürzeler, M.1    Künsch, H.R.2
  • 12
    • 30744478474 scopus 로고
    • Smoothed functionals and constrained stochastic approximation
    • Kreimer, J. and Rubinstein, R. Y. (1988). Smoothed functionals and constrained stochastic approximation. SIAM J. Num. Anal. 25, 470-487.
    • (1988) SIAM J. Num. Anal. , vol.25 , pp. 470-487
    • Kreimer, J.1    Rubinstein, R.Y.2
  • 16
    • 0043262965 scopus 로고    scopus 로고
    • Eliminating multiple root problems in estimation
    • Small, C. G., Wang, J. and Yang, Z. (2000). Eliminating multiple root problems in estimation. Statist. Science 15, 313-341.
    • (2000) Statist. Science , vol.15 , pp. 313-341
    • Small, C.G.1    Wang, J.2    Yang, Z.3
  • 17
    • 0043142195 scopus 로고    scopus 로고
    • The statistical work of Lucien le Cam
    • Van der Vaart, A. (2002). The statistical work of Lucien Le Cam. Ann. Statist. 30, 631-682.
    • (2002) Ann. Statist. , vol.30 , pp. 631-682
    • Van Der Vaart, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.