Pages that link to "Item:Q5180205"
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The following pages link to Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases, II (Q5180205):
Displayed 17 items.
- Estimation of variance components in an unbalanced one-way classification (Q595303) (← links)
- Asymptotically minimax tests of some nonstandard composite hypotheses (Q808123) (← links)
- A note on asymptotic testing theory for nonhomogeneous observations (Q1103291) (← links)
- Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case (Q1112529) (← links)
- Asymptotic inference for stochastic processes (Q1143730) (← links)
- Small-sample properties of maximum probability estimators (Q1171843) (← links)
- Neyman's \(C({\alpha{}})\) test as a GLRT (Q1200744) (← links)
- On the efficient estimation methods for the macro-economic models nonlinear in variables (Q1249409) (← links)
- Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix (Q1251042) (← links)
- Robust inference for variance components models for single trees of cell lineage data (Q1816977) (← links)
- Sequential confidence regions for maximum likelihood estimates. (Q1848836) (← links)
- ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS (Q3740038) (← links)
- Estimation in one–way classification with heteroscedastic error (Q3798080) (← links)
- Estimation in the presence of incidental parameters (Q3965402) (← links)
- Basic structure of the asymptotic theory in dynamic nonlinear econometric models (Q3989294) (← links)
- Maximum likelihood estimation of variance components-a Monte Carlo study (Q4199387) (← links)
- Asymptotic bayesian inference in some nonstandard cases: Bernstein–von Mises Results and regular bayes' estimators (Q4727194) (← links)