Monte Carlo Evidence on Adaptive Maximum Likelihood Estimation of a Regression

Mathematics

• Bootstrap Method 33%
• Linear Regression 66%
• Maximum Likelihood Estimate 33%
• Maximum Likelihood Estimation 33%
• Maximum Likelihood Estimator 33%
• Monte Carlo 66%
• Parameters 66%
• Regression 33%
• Sample Size 66%
• score function ψ 33%

INIS

• data 33%
• maximum-likelihood fit 100%
• monte carlo method 66%
• performance 33%
• size 33%

Economics, Econometrics and Finance

• Estimation Theory 33%