Some developments in semiparametric statistics (Q715787): Difference between revisions

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+https://doi.org/10.1080/15598608.2008.10411888
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+W2009225780
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@@ Property / cites work @@
+Efficiencies of tests and estimators for p-order autoregressive processes when the error distribution is nonnormal
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+Non-parametric Estimation of the Residual Distribution
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+Statistical models based on counting processes
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+Information and asymptotic efficiency in parametric-nonparametric models
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+Asymptotically efficient adaptive rank estimates in location models
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+Estimating a distribution function
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+An efficient and robust adaptive estimator of location
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+Semiparametric inference in a partial linear model
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+A note on minimum distance estimation of copula densities
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+On adaptive estimation
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+Q4279798
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+Q4399904
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+Q2770351
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+Efficient estimation of linear functionals of a probability measure \(P\) with known marginal distributions
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+Estimation of the Distribution of Noise in an Autoregression Scheme
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+Inference in hidden Markov models.
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+Measurement Error in Nonlinear Models
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+Asymptotic efficiency in estimation with conditional moment restrictions
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+Efficiency Bounds for Semiparametric Regression
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+Convergence rates for parametric components in a partly linear model
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+On residual sums of squares in non-parametric autoregression
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+Asymptotically uniformly most powerful tests in parametric and semiparametric models
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+Q4203571
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+Efficient estimates in semiparametric additive regression models with unknown error distribution
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+Asymptotically efficient stochastic approximation; the RM case
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+Q3223667
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+Q3756304
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+Frontiers in Statistics
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+Nonlinear time series. Nonparametric and parametric methods
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+Smoothing in adaptive estimation
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+Q3999494
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+On the construction of efficient estimators in semiparametric models
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+Estimating Densities of Functions of Observations
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+Nonlinear Time Series
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+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
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+Q5386477
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+On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
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+Asymptotic equivalence of nonparametric autoregression and nonparametric regression
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+Reversible Markov chains and optimality of symmetrized empirical estimators
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+A characterization of limiting distributions of regular estimates
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+Large Sample Properties of Generalized Method of Moments Estimators
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+A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators
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+Quasi-likelihood and its application. A general approach to optimal parameter estimation
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+On statistics of Markov step processes: Representation of log-likelihood ratio processes in filtered local models
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+Local asymptotic normality and mixed normality for Markov statistical models
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+Q3920437
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+Normal rank
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+On the limiting distribution of a sequence of estimators with uniformity property
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+Statistical analysis of counting processes
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+Normal rank
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+Q3707110
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+Normal rank
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+Empirical smoothing parameter selection in adaptive estimation
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+Nonlinear autoregressive processes
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+Q4779058
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+Normal rank
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+Asymptotic efficiency of the maximum likelihood estimator
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+The information in the marginal law of a Markov chain
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+Consistent estimation of the influence function of locally asymptotically linear estimators
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+Efficient estimation of Banach parameters in semiparametric models
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+Efficient estimation in the bivariate normal copula model: Normal margins are least favourable
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+On a Non-Parametric Analogue of the Information Matrix
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+Some Convergence Theorems for Ranks and Weighted Empirical Cumulatives
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+Q4943491
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+Efficient estimation in nonlinear autoregressive time-series models
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+ADAPTIVE ESTIMATION IN LINEAR REGRESSION
@@ Property / cites work: ADAPTIVE ESTIMATION IN LINEAR REGRESSION / rank @@
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+On adaptive estimation in stationary ARMA processes
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+Q3749988
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+Local asymptotic normality for autoregression with infinite order
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+Estimation of the distribution function of noise in stationary processes
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+Statistical inference for ergodic diffusion processes.
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+Q5823924
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+Q3288488
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+Q5540987
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+Q4151564
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+Q5179663
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+Asymptotic methods in statistical decision theory
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+Asymptotics in statistics: some basic concepts
@@ Property / cites work: Asymptotics in statistics: some basic concepts / rank @@
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+Estimating the density of the residuals in autoregressive models
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+Semiparametric Density Estimators Using Copulas
@@ Property / cites work: Semiparametric Density Estimators Using Copulas / rank @@
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+The empirical distribution function of residuals from generalised regression
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+MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
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+Nonparametric regression estimation for dependent functional data: asymptotic normality
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+Non-parametric applications of an infinite dimensional convolution theorem
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+Estimating functionals of the error distribution in parametric and nonparametric regression
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+Q4660422
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+Normal rank
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+Efficient prediction for linear and nonlinear autoregressive models
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+Estimating the error distribution function in semiparametric regression
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+Estimators for models with constraints involving unknown parameters
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+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
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+Regression-type inference in nonparametric autoregression
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+Empirical likelihood ratio confidence intervals for a single functional
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+Q2756704
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+Normal rank
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+Efficient estimation of the stationary distribution for exponentially ergodic Markov chains
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+Efficient estimators for functionals of Markov chains with parametric marginals.
+Normal rank
@@ Property / cites work @@
+On efficient estimation of linear functionals of a bivariate distribution with known marginals.
+Normal rank
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+Estimation of linear functionals of bivariate distributions with parametric marginals
+Normal rank
@@ Property / cites work @@
+Efficient estimation of a linear functional of a bivariate distribution with equal, but unknown, marginals: The minimum chi-square approach
+Normal rank
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+Efficient estimation of linear functionals of a bivariate distribution with equal, but unknown marginals: the least-squares approach
+Normal rank
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+Estimation in semiparametric models. Some recent developments
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+Contributions to a general asymptotic statistical theory. With the assistance of W. Wefelmeyer
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+Q4264747
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+Normal rank
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+Empirical likelihood and general estimating equations
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@@ Property / cites work @@
+Achieving information bounds in non and semiparametric models
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+NONPARAMETRIC ESTIMATORS FOR TIME SERIES
@@ Property / cites work: NONPARAMETRIC ESTIMATORS FOR TIME SERIES / rank @@
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+TIME SERIES RESIDUALS WITH APPLICATION TO PROBABILITY DENSITY ESTIMATION
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+Root-N-Consistent Semiparametric Regression
@@ Property / cites work: Root-N-Consistent Semiparametric Regression / rank @@
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+Asymptotic Inference in Markov Processes
@@ Property / cites work: Asymptotic Inference in Markov Processes / rank @@
+Normal rank
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+Contiguity of Probability Measures
@@ Property / cites work: Contiguity of Probability Measures / rank @@
+Normal rank
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+Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process
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+An asymptotically efficient sequence of estimators of a location parameter
+Normal rank
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+On asymptotically efficient estimation in semiparametric models
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+A note on the construction of asymptotically linear estimators
+Normal rank
@@ Property / cites work @@
+On efficient estimation in regression models
@@ Property / cites work: On efficient estimation in regression models / rank @@
+Normal rank
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+On efficient estimation in regression models with unknown scale functions
+Normal rank
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+Root-\(n\)-consistent and efficient estimation in semiparametric additive regression models
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+Efficient estimation in a semiparametric autoregressive model
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+Sample splitting with Markov chains
@@ Property / cites work: Sample splitting with Markov chains / rank @@
+Normal rank
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+An infinite dimensional convolution theorem with applications to random censoring and missing data models
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+Estimating the innovation distribution in nonlinear autoregressive models
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+Root n consistent and optimal density estimators for moving average processes
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+Estimating invariant laws of linear processes by \(U\)-statistics.
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+Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
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+Prediction in invertible linear processes
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+Normal rank
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+Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
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+Prediction in moving average processes
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+Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes
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+Q3281461
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+Q3239659
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+Normal rank
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+Adaptive maximum likelihood estimators of a location parameter
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+Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
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+Asymptotic theory of statistical inference for time series
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+Q4307738
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+Normal rank
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+Semiparametric theory and missing data.
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+Semiparametric estimation in copula models
@@ Property / cites work: Semiparametric estimation in copula models / rank @@
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+Unified methods for censored longitudinal data and causality
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+On differentiable functionals
@@ Property / cites work: On differentiable functionals / rank @@
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+Asymptotic Statistics
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+Q4781634
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+Weak convergence and empirical processes. With applications to statistics
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+Efficiency-Robust Estimation of Location
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+Normal rank
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+Quasi-likelihood models and optimal inference
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