Person:180767: Difference between revisions

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Person:180767
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m AuthorDisambiguator moved page Adam T. Martinsek to Adam T. Martinsek: Duplicate
 
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Latest revision as of 19:09, 8 December 2023

Available identifiers

zbMath Open martinsek.adam-tMaRDI QIDQ180767

List of research outcomes





PublicationDate of PublicationType
Discussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam Efromovich2007-03-21Paper
The Contributions of Robert A. Wijsman to Sequential Analysis2006-03-29Paper
https://portal.mardi4nfdi.de/entity/Q33741412006-03-09Paper
Estimation of the maximum and minimum in a model for bounded, dependent data2002-09-05Paper
Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals2002-02-18Paper
Sequential estimation of the maximum in a model for corrosion data2002-02-05Paper
https://portal.mardi4nfdi.de/entity/Q42278981999-09-21Paper
Fixed width confidence bands for densities under censoring1998-12-09Paper
Bounding the \(L_1\) distance in nonparametric density estimation1998-10-06Paper
Using a stopping rule to determine the size of the training sample in a classification problem1998-03-25Paper
Sequential confidence bands for densities1996-09-01Paper
https://portal.mardi4nfdi.de/entity/Q48644521996-05-20Paper
Sequential methods for bounding the error in nonparametric regression1994-07-07Paper
Fixed width confidence bands for density functions1993-08-17Paper
Fixed size confidence regions for parameters of a logistic regression model1993-05-16Paper
Using stopping rules to bound the mean integrated squared error in density estimation1992-09-27Paper
Asymptotically Fully Efficient Fixed-Width Confidence Intervals for a Location Parameter1992-06-28Paper
Seqrential point estimation in regression models with nonnormal errors1990-01-01Paper
Sequential estimation in regression models using analogues of trimmed means1989-01-01Paper
Two-stage and fully sequential determination of estimator as well as sample size1987-01-01Paper
Empirical bayes methods in sequential estimation1987-01-01Paper
On combining Stein estimation problems: An adaptive rule under classical criteria1986-01-01Paper
Multistage estimation: optimal and asymptotically optimal policies1986-01-01Paper
Comparison of some sequential procedures with related optimal stopping rules1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37235291985-01-01Paper
Sequential determination of estimator as well as sample size1984-01-01Paper
Approximations to optimal stopping rules for exponential random variables1984-01-01Paper
Second order approximation to the risk of a sequential procedure1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33115241983-01-01Paper
Bounded regret of a sequential procedure for estimation of the mean1982-01-01Paper
Moments and error rates of two-sided stopping rules1982-01-01Paper
A Note on the Variance and Higher Central Moments of the Stopping Time of an SPRT1981-01-01Paper

Research outcomes over time

This page was built for person: Adam T. Martinsek