Pages that link to "Item:Q1188872"
From MaRDI portal
The following pages link to Asymptotics in statistics: some basic concepts (Q1188872):
Displaying 50 items.
- Assessing the quality of bootstrap samples and of the bootstrap estimates obtained with finite resampling. (Q1871284) (← links)
- Bayesian evaluation of non-admissible conditioning (Q1886285) (← links)
- Intrinsic losses (Q1915821) (← links)
- Adaptive selection of the best population (Q1923413) (← links)
- The Bernstein-von Mises theorem under misspecification (Q1950820) (← links)
- Estimation of parameters of linear homogeneous stochastic differential equations (Q1965895) (← links)
- On the loss of information due to nonrandom truncation (Q1969721) (← links)
- Spectral convergence of probability densities for forward problems in uncertainty quantification (Q2126139) (← links)
- LAMN property for multivariate inhomogeneous diffusions with discrete observations (Q2168085) (← links)
- An independence test based on recurrence rates (Q2181733) (← links)
- Parametric inference for diffusions observed at stopping times (Q2188470) (← links)
- Statistical synthesis of phase alignment algorithms for localization of wave field sources (Q2211704) (← links)
- A simple R-estimation method for semiparametric duration models (Q2227067) (← links)
- Posterior contraction rates for support boundary recovery (Q2229557) (← links)
- Local asymptotic normality for shape and periodicity of a signal in the drift of a degenerate diffusion with internal variables (Q2283567) (← links)
- Uniformity and the delta method (Q2312978) (← links)
- Nonparametric analysis of non-Euclidean data on shapes and images (Q2316991) (← links)
- Efficient estimation in smooth threshold autoregressive(1) models (Q2324066) (← links)
- On large deviations for some sequences of weighted means of Gaussian processes (Q2338782) (← links)
- Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes (Q2339216) (← links)
- Local asymptotic mixed normality property for discretely observed stochastic differential equations driven by stable Lévy processes (Q2342396) (← links)
- Residual-based rank specification tests for AR-GARCH type models (Q2343810) (← links)
- Unit root tests for cross-sectionally dependent panels: the influence of observed factors (Q2344381) (← links)
- Data-adaptive estimation of the treatment-specific mean (Q2370469) (← links)
- Spike and slab variable selection: frequentist and Bayesian strategies (Q2388355) (← links)
- Estimating discontinuous periodic signals in a time inhomogeneous diffusion (Q2431003) (← links)
- Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion (Q2437994) (← links)
- An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility (Q2447642) (← links)
- Quasi likelihood analysis of volatility and nondegeneracy of statistical random field (Q2447656) (← links)
- Uniform \(L_{1}\) posterior consistency in compact Gaussian shift experiments (Q2455694) (← links)
- Estimation and confidence sets for sparse normal mixtures (Q2473070) (← links)
- On consistent statistical procedures in regression (Q2502143) (← links)
- Semiparametric lower bounds for tail index estimation (Q2581645) (← links)
- Nonasymptotic approach to Bayesian semiparametric inference (Q2631198) (← links)
- Frequentist validity of Bayesian limits (Q2656593) (← links)
- Tests of symmetry based on transformed empirical processes (Q2714933) (← links)
- Goodness-of-fit tests based on quadratic functionals of transformed empirical processes (Q2716937) (← links)
- Asymptotic results for weighted means of random variables which converge to a Dickman distribution, and some number theoretical applications (Q2786486) (← links)
- Asymptotic Inference for Jump Diffusions with State-Dependent Intensity (Q2815596) (← links)
- A method for checking efficiency of estimators in statistical models driven by Lévy’s noise (Q2817041) (← links)
- The Bernstein-von Mises theorem and spectral asymptotics of Bayes estimators for parabolic SPDEs (Q3146378) (← links)
- Construction and Visualization of Confidence Sets for Frequentist Distributional Forecasts (Q3391186) (← links)
- On the multivariate predictive distribution of multi-dimensional effective dose: a Bayesian approach (Q3518398) (← links)
- PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS (Q3614900) (← links)
- (Q3742477) (← links)
- (Q4039859) (← links)
- Efficient estimation of functionals of the spectral density of stationary Gaussian fields (Q4256300) (← links)
- χ<sup>2</sup>-Type Goodness of Fit Test Based on Transformed Empirical Processes for Location and Scale Families (Q4420253) (← links)
- Asymptotic Distribution of the Estimated BDS Statistic from The Residuals of Location-Scale Type Processes (Q4485092) (← links)
- Diffusions with measurement errors. I. Local Asymptotic Normality (Q4534851) (← links)