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Uniform properties of the local maximum likelihood estimate


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.

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Correspondence to M. M. Zhilova.

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Original Russian Text © M.M. Zhilova, V.G. Spokoiny, 2013, published in Avtomatika i Telemekhanika, 2013, No. 10, pp. 68–85.

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Zhilova, M.M., Spokoiny, V.G. Uniform properties of the local maximum likelihood estimate. Autom Remote Control 74, 1656–1669 (2013).

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  • Remote Control
  • Likelihood Function
  • Local Parameter
  • Quantile Regression
  • Parametric Assumption