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Automation and Remote Control

, Volume 74, Issue 10, pp 1656–1669 | Cite as

Uniform properties of the local maximum likelihood estimate

  • M. M. Zhilova
  • V. G. Spokoiny
Topical Issue
  • 154 Downloads

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.

Keywords

Remote Control Likelihood Function Local Parameter Quantile Regression Parametric Assumption 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Pleiades Publishing, Ltd. 2013

Authors and Affiliations

  • M. M. Zhilova
    • 1
    • 2
  • V. G. Spokoiny
    • 1
    • 3
    • 2
  1. 1.Weierstrass Institute for Applied Analysis and StochasticsBerlinGermany
  2. 2.Moscow Institute of Physics and Technology (State University)DolgoprudnyRussia
  3. 3.Humboldt University of BerlinBerlinGermany

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