The following pages link to (Q3842588):
Displaying 50 items.
- Robust estimation on a parametric model via testing (Q282553) (← links)
- Statistical testing of segment homogeneity in classification of piecewise-regular objects (Q327036) (← links)
- Linear regression by observations from mixture with varying concentrations (Q340794) (← links)
- Testing hypotheses on moments by observations from a mixture with varying concentrations (Q341096) (← links)
- On estimation of analytic density functions in \(L_p\) (Q359865) (← links)
- Order preserving property of moment estimators (Q419296) (← links)
- Probabilistic neural network with homogeneity testing in recognition of discrete patterns set (Q461159) (← links)
- A score-test on measurement errors in rating transition times (Q469565) (← links)
- Asset market games of survival: a synthesis of evolutionary and dynamic games (Q470650) (← links)
- Estimator selection with respect to Hellinger-type risks (Q644788) (← links)
- Asymptotic properties of maximum likelihood estimators for a generalized Pareto-type distribution (Q898550) (← links)
- Consistency of discrete Bayesian learning (Q950201) (← links)
- On strong laws of large numbers for random upper semicontinuous functions (Q1300042) (← links)
- Asymptotically minimax test for a composite null hypothesis in the density model (Q1608705) (← links)
- Method of moments estimators and multi-step MLE for Poisson processes (Q1616201) (← links)
- A Monte Carlo approach to quantifying model error in Bayesian parameter estimation (Q1623791) (← links)
- On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion (Q1643756) (← links)
- Confidence ellipsoids for regression coefficients by observations from a mixture (Q1645199) (← links)
- Restriction-modification systems and bacteriophage invasion: who wins? (Q1726104) (← links)
- Convergence of the sequence of the Pearson statistics values to the normalized square of the Bessel process (Q1744338) (← links)
- Nonparametric estimators of probability characteristics using unbiased prior conditions (Q1757272) (← links)
- On the parameters estimators for a discrete analog of the generalized exponential distribution (Q1795469) (← links)
- A new kernel-projective statistical estimator in the Monte Carlo method (Q1995690) (← links)
- Modeling and simulation studies for some truncated discrete distributions generated by stable densities (Q2161559) (← links)
- Jackknife covariance matrix estimation for observations from mixture (Q2178929) (← links)
- Finite-sample analysis of \(M\)-estimators using self-concordance (Q2219231) (← links)
- Asymptotic normality of modified LS estimator for mixture of nonlinear regressions (Q2240075) (← links)
- Information geometry and sufficient statistics (Q2349150) (← links)
- Estimation of the characteristic exponent of stable laws (Q2401244) (← links)
- Exact and asymptotic distributions of exceedance statistics for bivariate random sequences (Q2407782) (← links)
- Minimax revisited. I (Q2437897) (← links)
- Optimal statistical fault detection with nuisance parameters (Q2486092) (← links)
- Exponential dispersion models: second-order minimax estimation of the mean for unknown dispersion parameter (Q2500643) (← links)
- Model equivalence tests in a parametric framework (Q2512611) (← links)
- Refinement of Fisher's One-Step Estimators in the Case of Slowly Converging Initial Estimators (Q2790681) (← links)
- Sequential detection of switches in models with changing structures (Q2804556) (← links)
- Bhattacharyya-Type Information Inequality for the Bayes Risk (Q2807641) (← links)
- On entropy of a Pareto distribution in the presence of outliers (Q2817152) (← links)
- On estimation of stress–strength parameter using record values from proportional hazard rate models (Q2830791) (← links)
- Estimation of the parameters of the binomial distribution in a model of mixture (Q2922900) (← links)
- On asymptotic Borovkov–Sakhanenko inequality with unbounded parameter set (Q2944727) (← links)
- On Symmetrical Equidistant Minimax Designs in Statistical Experiments with Binary Data (Q3155616) (← links)
- A General Strategy for Physics-Based Model Validation Illustrated with Earthquake Phenomenology, Atmospheric Radiative Transfer, and Computational Fluid Dynamics (Q3196280) (← links)
- Hypotheses testing for a multidimensional parameter of inhomogeneous Poisson processes (Q3396457) (← links)
- An Integral Bhattacharyya Type Bound for the Bayes Risk (Q3424236) (← links)
- Spectral Potential, Kullback Action, and Large Deviations of Empirical Measures on Measurable Spaces (Q3462251) (← links)
- On Estimation of Linear Functional by Utilizing a Prior Guess (Q3463544) (← links)
- Weakly non-local fluid mechanics: the Schrödinger equation (Q3503269) (← links)
- Conditions of Asymptotic Normality of One-Step M-Estimators (Q4558348) (← links)
- Asymptotic Properties of One-Step Weighted $M$-Estimators with Applications to Regression (Q4580419) (← links)
