Pages that link to "Item:Q1083778"
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The following pages link to Asymptotic methods in statistical decision theory (Q1083778):
Displayed 50 items.
- Random sampling in estimation problems for continuous Gaussian processes with independent increments (Q1208940) (← links)
- Some specific contiguous alternatives to the normal error assumption in linear models (Q1209700) (← links)
- Symmetrization and decoupling of combinatorial random elements (Q1273017) (← links)
- A nonparametric goodness-of-fit test for a class of parametric autoregressive models (Q1299430) (← links)
- Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence (Q1299532) (← links)
- A utility based approach to information for stochastic differential equations (Q1312299) (← links)
- The Chibisov-O'Reilly theorem for empirical processes under contiguous measures (Q1314697) (← links)
- Local asymptotic normality for multivariate linear processes (Q1316604) (← links)
- On statistical information of extreme order statistics, local extreme value alternatives, and Poisson point processes (Q1323139) (← links)
- Rates of convergence for minimum contrast estimators (Q1326244) (← links)
- Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives (Q1327553) (← links)
- Estimation of partially nonstationary vector autoregressive models with seasonal behavior (Q1329134) (← links)
- Asymptotic inference for semimartingale models with singular parameter points (Q1330191) (← links)
- Asymptotic minimax risk for sup-norm loss: Solution via optimal recovery (Q1333562) (← links)
- On local odds and hazard rate models in survival analysis (Q1336923) (← links)
- Principal component decomposition of non-parametric tests (Q1346970) (← links)
- Resampling: consistency of substitution estimators (Q1354426) (← links)
- Asymptotic equivalence of density estimation and Gaussian white noise (Q1354435) (← links)
- Statistical information and expected number of observations for sequential experiments (Q1361677) (← links)
- Rates of convergence in the asymptotic normality for some local maximum estimators (Q1366379) (← links)
- On strong forms of weak convergence (Q1382521) (← links)
- Mutual information, metric entropy and cumulative relative entropy risk (Q1383090) (← links)
- Rates of convergence of estimates, Kolmogorov's entropy and the dimensionality reduction principle in regression (Q1383091) (← links)
- On nonparametric confidence intervals (Q1383093) (← links)
- A complete class of tests when the likelihood is locally asymptotically quadratic. (Q1421313) (← links)
- Necessary and sufficient conditions for weak convergence of smoothed empirical processes. (Q1424474) (← links)
- Efficient detection of random coefficients in autoregressive models (Q1429321) (← links)
- Optimal tests for autoregressive models based on autoregression rank scores (Q1568277) (← links)
- Information-theoretic determination of minimax rates of convergence (Q1578277) (← links)
- Local asymptotic normality for regression models with long-memory disturbance (Q1583901) (← links)
- Spectral asymptotics of some functionals arising in statistical inference for SPDEs (Q1593587) (← links)
- Asymptotic behavior of posterior distribution of the change-point parameter (Q1611818) (← links)
- Asymptotic distributions for goodness-of-fit statistics in a sequence of multinomial models (Q1612972) (← links)
- Model selection for Gaussian regression with random design (Q1763101) (← links)
- Equivalence theory for density estimation, Poisson processes and Gaussian white noise with drift (Q1766127) (← links)
- The interplay of Bayesian and frequentist analysis (Q1766315) (← links)
- Dependence and the dimensionality reduction principle (Q1768126) (← links)
- On optimal convergence rate of empirical Bayes tests (Q1770078) (← links)
- New multinomial models for the Chechile-Meyer task (Q1775817) (← links)
- Statistical management of fuzzy elements in random experiments. I: A discussion on treating fuzziness as a kind of randomness (Q1803196) (← links)
- Statistical management of fuzzy elements in random experiments. II: The Fisher information associated with a fuzzy information system (Q1803198) (← links)
- Local asymptotic normality of truncated empirical processes (Q1807099) (← links)
- Minimax estimation via wavelet shrinkage (Q1807105) (← links)
- Information theory and superefficiency (Q1807151) (← links)
- Local asymptotic normality for autoregression with infinite order (Q1813482) (← links)
- Asymptotically uniformly most powerful tests in parametric and semiparametric models (Q1816577) (← links)
- Asymptotic efficiency of estimates for models with incidental nuisance parameters (Q1816579) (← links)
- Convergence of filtered statistical models and Hellinger processes (Q1825515) (← links)
- Filtered statistical models and Hellinger processes (Q1825516) (← links)
- Local asymptotic normality and mixed normality for Markov statistical models (Q1826192) (← links)