M. M. Zhilova, V. G. Spokoiny, “Uniform properties of the local maximum likelihood estimate”, Avtomat. i Telemekh., 2013, Issue 10,Pages <nobr>68

Topical issue

Uniform properties of the local maximum likelihood estimate

M. M. Zhilova^ab, V. G. Spokoiny^bca

^a Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany
^b Moscow Institute of Physics and Technology (State University), Dolgoprudny, Russia
^c Humboldt University of Berlin, Berlin, Germany

Abstract: 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.

Presented by the member of Editorial Board: A. V. Bernshtein

Received: 11.03.2013