The following pages link to (Q4171432):
Displaying 50 items.
- Semiparametric efficient estimation of dynamic panel data models (Q278254) (← links)
- Instrumental variable estimation of nonseparable models (Q280226) (← links)
- The large deviation for the least squares estimator of nonlinear regression model based on WOD errors (Q281255) (← links)
- Complexity of linear ill-posed problems in Hilbert space (Q346297) (← links)
- Transformed statistical distance measures and the Fisher information matrix (Q426061) (← links)
- On the Devroye-Györfi methods of correcting density estimators (Q449896) (← links)
- Moderate deviations of marginal maximum likelihood estimator for \(m\)-dependent processes (Q507026) (← links)
- Efficient estimators with sample observations generated by independent planar random flights (Q619842) (← links)
- Information bounds and MCMC parameter estimation for the pile-up model (Q710745) (← links)
- Statistical inference for perturbed multiscale dynamical systems (Q730344) (← links)
- About the non-asymptotic behaviour of Bayes estimators (Q899538) (← links)
- On the uniform consistency of the Bernstein density estimator (Q900920) (← links)
- Trimming and likelihood: Robust location and dispersion estimation in the elliptical model (Q955142) (← links)
- Model selection for Lévy measures in diffusion processes with jumps from discrete observations (Q958809) (← links)
- Differentiation of sets in measure (Q996889) (← links)
- Estimation for stochastic differential equations with a small diffusion coefficient (Q1009661) (← links)
- Functional estimation for Lévy measures of semimartingales with Poissonian jumps (Q1012526) (← links)
- A geometric property of the sample mean and residuals (Q1026340) (← links)
- Parameter estimation in smooth empirical processes (Q1088326) (← links)
- A characterization of translation-invariant experiments admitting adaptive estimates (Q1106582) (← links)
- Asymptotic inference for stochastic processes (Q1143730) (← links)
- A generalization of asymptotically linear estimators (Q1174117) (← links)
- A remark on approximate \(M\)-estimators (Q1265982) (← links)
- Functional estimation for time series: Uniform convergence properties (Q1299530) (← links)
- Monotonicity of the Fisher information and the Kullback-Leibler divergence measure (Q1316981) (← links)
- Semiparametric single index versus fixed link function modelling (Q1355177) (← links)
- Wavelet based empirical Bayes estimation for the uniform distribution (Q1359777) (← links)
- Some linear models are necessarily parametric (Q1382197) (← links)
- A threshold estimation problem for processes with hysteresis (Q1382206) (← links)
- On methods of sieves and penalization (Q1383094) (← links)
- Semiparametric-efficient estimation of AR(1) panel data models. (Q1414626) (← links)
- Estimating linear functionals of the error distribution in nonparametric regression (Q1417795) (← links)
- The efficiency of adjusted least squares in the linear functional relationship. (Q1426346) (← links)
- Edgeworth expansions for semiparametric Whittle estimation of long memory. (Q1434016) (← links)
- Some pathological regression asymptotics under stable conditions (Q1591159) (← links)
- Moment convergence of \(Z\)-estimators (Q1687328) (← links)
- The large deviation results for the nonlinear regression model with dependent errors (Q1694368) (← links)
- Asymptotic behavior of Bayes estimates under possibly incorrect models (Q1807093) (← links)
- Nonasymptotic bounds for autoregressive time series modeling. (Q1848866) (← links)
- The limiting behavior of least absolute deviation estimators for threshold autoregressive models (Q1877005) (← links)
- Minimax exact constant in sup-norm for nonparametric regression with random design (Q1877833) (← links)
- Drift estimation of a certain class of diffusion processes from discrete observation (Q1913464) (← links)
- Smoothing bias in the measurement of marginal effects (Q1915463) (← links)
- Asymptotic properties of the maximum likelihood estimator for spatio-temporal point processes (Q1918179) (← links)
- Sample quantiles and additive statistics: Information, sufficiency, estimation (Q1918223) (← links)
- Gaussian measures on linear spaces (Q1920991) (← links)
- Asymptotically efficient estimation of the index of regular variation (Q1922379) (← links)
- A maximal inequality for continuous martingales and \(M\)-estimation in a Gaussian white noise model (Q1970485) (← links)
- Statistical inference for ergodic point processes and application to limit order book (Q2359704) (← links)
- On the multi-step MLE-process for ergodic diffusion (Q2359720) (← links)
