Uniform properties of the local maximum likelihood estimate

作者：Zhilova M M^*; Spokoiny V G

来源：Automation and Remote Control, 2013, 74(10): 1656-1669.

DOI：10.1134/S0005117913100068

Consideration was given to the properties of the local maximum likelihood estimate for the generalized regression model. The local-parameter uniform confidence belt for the regression function was constructed with their aid.

• 出版日期2013-10