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scientific article; zbMATH DE number 857931
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scientific article; zbMATH DE number 857931 |
Statements
19 March 1996
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M-estimation
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numerical algorithms
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Kalman filtering methods
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confidence regions
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model selection procedures
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asymptotic efficiency
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asymptotic theory
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maximum likelihood estimation
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method of moments estimation
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Bayesian estimation
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estimation under equality constraints
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uniformly most powerful tests
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unbiased and invariant tests
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likelihood ratio principle
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asymptotic tests
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multiple tests
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nonnested models
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