The following pages link to (Q3288488):
Displaying 42 items.
- Asymptotically uniformly most powerful tests in parametric and semiparametric models (Q1816577) (← links)
- Smooth preferences and the approximate expected utility hypothesis (Q1821673) (← links)
- Asymptotically similar criteria (Q1836235) (← links)
- Efficient estimation in a semiparametric additive regression model with autoregressive errors (Q1915842) (← links)
- Strong identifiability and optimal minimax rates for finite mixture estimation (Q1991679) (← links)
- Stein 1956: Efficient nonparametric testing and estimation (Q2054465) (← links)
- Asymptotic properties of likelihood ratio statistics in competing risks model under interval random censoring (Q2062059) (← links)
- Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models (Q2073226) (← links)
- Notes on computational hardness of hypothesis testing: predictions using the low-degree likelihood ratio (Q2103494) (← links)
- Testing goodness-of-fit and conditional independence with approximate co-sufficient sampling (Q2105181) (← links)
- Robust active learning with binary responses (Q2123274) (← links)
- Quasi-likelihood analysis and its applications (Q2137733) (← links)
- LAMN property for multivariate inhomogeneous diffusions with discrete observations (Q2168085) (← links)
- Noncommutative Lebesgue decomposition and contiguity with applications in quantum statistics (Q2174994) (← links)
- Statistical limits of spiked tensor models (Q2179237) (← links)
- Bounds for the asymptotic distribution of the likelihood ratio (Q2192735) (← links)
- Adaptive penalized weighted least absolute deviations estimation for the accelerated failure time model (Q2194752) (← links)
- Performance guarantees for policy learning (Q2227481) (← links)
- Convergence of linear functionals of the Grenander estimator under misspecification (Q2249843) (← links)
- Inference for 2-D GARCH models (Q2251693) (← links)
- LAN property for stochastic differential equations with additive fractional noise and continuous time observation (Q2274285) (← links)
- Parametric embedding of nonparametric inference problems (Q2321988) (← links)
- Efficient estimation in smooth threshold autoregressive(1) models (Q2324066) (← links)
- On Hodges' superefficiency and merits of oracle property in model selection (Q2330527) (← links)
- Efficiency combined with simplicity: new testing procedures for generalized inverse Gaussian models (Q2342866) (← links)
- Asymptotic properties of maximum likelihood estimators with sample size recalculation (Q2423166) (← links)
- Asymptotic efficiency of conditional least squares estimators for ARCH models (Q2476827) (← links)
- Asymptotic normality (Q2546741) (← links)
- Empirical study of a non-Markovian epidemic model (Q2550683) (← links)
- Efficiency improvements in inference on stationary and nonstationary fractional time series (Q2583420) (← links)
- An infinite dimensional convolution theorem with applications to random censoring and missing data models (Q2641029) (← links)
- Frequentist validity of Bayesian limits (Q2656593) (← links)
- Approximation of the likelihood ratio statistics in the model of competing risks under random censoring from the right (Q2683618) (← links)
- Empirical phi-divergence test statistics for testing simple and composite null hypotheses (Q3462132) (← links)
- One-Step Estimation with Scaled Proximal Methods (Q5868961) (← links)
- Some impossibility results for inference with cluster dependence with large clusters (Q6090604) (← links)
- LAMN property for jump diffusion processes with discrete observations on a fixed time interval (Q6101686) (← links)
- Locally robust inference for non-Gaussian linear simultaneous equations models (Q6118711) (← links)
- Approximate Bayesian computation using asymptotically normal point estimates (Q6136276) (← links)
- Contiguity under high-dimensional Gaussianity with applications to covariance testing (Q6138900) (← links)
- Locally asymptotically efficient estimation for parametric <i>PINAR</i>(<i>p</i>) models (Q6149011) (← links)
- Optimal nonparametric range-based volatility estimation (Q6193007) (← links)
