Pages that link to "Item:Q1188872"
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The following pages link to Asymptotics in statistics: some basic concepts (Q1188872):
Displaying 50 items.
- The Bayesian analysis of complex, high-dimensional models: can it be CODA? (Q252815) (← links)
- Finite sample Bernstein-von Mises theorem for semiparametric problems (Q273627) (← links)
- Statistically-based approach for monitoring of micro-seismic events (Q381120) (← links)
- Clustering South African households based on their asset status using latent variable models (Q400600) (← links)
- Limit experiments of GARCH (Q408085) (← links)
- Local asymptotic normality in \(\delta\) of standard generalized Pareto processes (Q434526) (← links)
- The semiparametric Bernstein-von Mises theorem (Q450029) (← links)
- Critical dimension in the semiparametric Bernstein-von Mises theorem (Q492184) (← links)
- R-estimation in semiparametric dynamic location-scale models (Q503558) (← links)
- A new method for estimation and model selection: \(\rho\)-estimation (Q510164) (← links)
- Optimal estimation under nonstandard conditions (Q528003) (← links)
- One-step R-estimation in linear models with stable errors (Q528136) (← links)
- An information statistics approach to data stream and communication complexity (Q598248) (← links)
- The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models (Q605860) (← links)
- Rate of convergence of predictive distributions for dependent data (Q605900) (← links)
- Local asymptotic normality in a stationary model for spatial extremes (Q608321) (← links)
- On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling (Q631555) (← links)
- Large deviation principles for sequences of logarithmically weighted means (Q633660) (← links)
- A semiparametric Bernstein-von Mises theorem for Gaussian process priors (Q664347) (← links)
- Density estimation through convex combinations of densities: Approximation and estimation bounds (Q676599) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- Some identification problems in the cointegrated vector autoregressive model (Q736675) (← links)
- Semi-parametric homogeneity test and sample size calculation for a two-sample problem under an inequality constraint (Q830739) (← links)
- Bayesian frequentist hybrid inference (Q834347) (← links)
- Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case (Q866947) (← links)
- Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank (Q894635) (← links)
- Multiscale inference about a density (Q939663) (← links)
- On sparse estimation for semiparametric linear transformation models (Q972891) (← links)
- Efficient likelihood ratio tests under \(P\)-ancillarity and \(P\)-sufficiency (Q1126141) (← links)
- Asymptotic minimax results for stochastic process families with critical points (Q1208935) (← links)
- Estimating the index of a stable law via the pot-method (Q1304070) (← links)
- Space-time threshold detection in non-additive non-Gaussian noise fields (Q1307594) (← links)
- Asymptotic inference for Markov step processes: Observation up to a random time (Q1312304) (← links)
- On statistical information of extreme order statistics, local extreme value alternatives, and Poisson point processes (Q1323139) (← links)
- Asymptotic inference for semimartingale models with singular parameter points (Q1330191) (← links)
- A complete class of tests when the likelihood is locally asymptotically quadratic. (Q1421313) (← links)
- A conversation with Lucien Le Cam. (Q1431168) (← links)
- Some issues in the foundation of statistics. (With comments by J. Berger, E. L. Lehmann, P. W. Holland, C. C. Clogg, N. W. Henry and the author's rejoinder) (Q1571122) (← links)
- Local asymptotic normality for regression models with long-memory disturbance (Q1583901) (← links)
- R-estimation in autoregression with square-integrable score function (Q1604625) (← links)
- On local asymptotic normality for birth and death on a flow (Q1613627) (← links)
- LAMN in a class of parametric models for null recurrent diffusions (Q1656853) (← links)
- Bayesian inference for spectral projectors of the covariance matrix (Q1657873) (← links)
- Efficient MCMC estimation of inflated beta regression models (Q1695509) (← links)
- Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization (Q1763096) (← links)
- Equivalence theory for density estimation, Poisson processes and Gaussian white noise with drift (Q1766127) (← links)
- Dependence and the dimensionality reduction principle (Q1768126) (← links)
- Estimation of linear functionals of Poisson processes (Q1807918) (← links)
- Design adaptive nearest neighbor regression estimation (Q1840778) (← links)
- Convergence rates of posterior distributions. (Q1848786) (← links)
