Pages that link to "Item:Q5905022"
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The following pages link to Maximum Likelihood Estimation of Misspecified Models (Q5905022):
Displayed 50 items.
- Learning Bayesian networks from incomplete data with the node-average likelihood (Q2060771) (← links)
- Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302) (← links)
- Optimal selection of sample-size dependent common subsets of covariates for multi-task regression prediction (Q2074281) (← links)
- Estimating the covariance matrix of the maximum likelihood estimator under linear cluster-weighted models (Q2075731) (← links)
- A non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts models (Q2084460) (← links)
- New Edgeworth-type expansions with finite sample guarantees (Q2105182) (← links)
- Maximum likelihood estimation for score-driven models (Q2116342) (← links)
- Copula-based time series with filtered nonstationarity (Q2116363) (← links)
- On an extension of the promotion time cure model (Q2119242) (← links)
- Censored gamma regression with uncertain censoring status (Q2121598) (← links)
- Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies (Q2121830) (← links)
- The power series exponential power series distributions with applications to failure data sets (Q2135586) (← links)
- Estimation of the variance matrix in bivariate classical measurement error models (Q2136662) (← links)
- Doubly robust semiparametric inference using regularized calibrated estimation with high-dimensional data (Q2137036) (← links)
- Model averaging for interval-valued data (Q2140226) (← links)
- Semiparametric model averaging prediction for dichotomous response (Q2155291) (← links)
- Posterior-based Wald-type statistics for hypothesis testing (Q2155308) (← links)
- Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models (Q2155313) (← links)
- Frequentist model averaging under inequality constraints (Q2156811) (← links)
- Analysis of odds, probability, and hazard ratios: from \(2\) by \(2\) tables to two-sample survival data (Q2156822) (← links)
- Geometry on degradation models and mis-specification analysis by using \(\alpha\)-divergence (Q2161783) (← links)
- Mathematical modeling of the receptor-mediated endocytosis process of targeted therapeutic agents in drug delivery systems (Q2174348) (← links)
- Uniformly valid confidence intervals post-model-selection (Q2176628) (← links)
- Likelihood-based tests for a class of misspecified finite mixture models for ordinal categorical data (Q2177716) (← links)
- Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes (Q2180085) (← links)
- Consistent model selection criteria and goodness-of-fit test for common time series models (Q2180087) (← links)
- Adjustments of Rao's score test for distributional and local parametric misspecifications (Q2181487) (← links)
- Models as approximations. I. Consequences illustrated with linear regression (Q2194566) (← links)
- Models as approximations. II. A model-free theory of parametric regression (Q2194567) (← links)
- Mini-batch learning of exponential family finite mixture models (Q2195820) (← links)
- Consistent maximum likelihood estimation using subsets with applications to multivariate mixed models (Q2196200) (← links)
- Testing that a local optimum of the likelihood is globally optimum using reparameterized embeddings. Applications to wavefront sensing (Q2203364) (← links)
- Identification of stochastic nonlinear models using optimal estimating functions (Q2207186) (← links)
- On the consistency of the logistic quasi-MLE under conditional symmetry (Q2208826) (← links)
- Finite-sample analysis of \(M\)-estimators using self-concordance (Q2219231) (← links)
- Asymptotic variance of test statistics in the ML and QML frameworks (Q2223179) (← links)
- Hypothesis testing based on a vector of statistics (Q2224888) (← links)
- Specification test on mixed logit models (Q2227072) (← links)
- Burbea-Rao divergence based statistics for testing uniform association (Q2229821) (← links)
- Robust inference when combining inverse-probability weighting and multiple imputation to address missing data with application to an electronic health records-based study of bariatric surgery (Q2233145) (← links)
- Censored count data regression with missing censoring information (Q2233576) (← links)
- Infinitely stochastic micro reserving (Q2234749) (← links)
- Robust estimation with exponentially tilted Hellinger distance (Q2236869) (← links)
- On classifying the effects of policy announcements on volatility (Q2237181) (← links)
- Bias-corrected Kullback-Leibler distance criterion based model selection with covariables missing at random (Q2242002) (← links)
- On the occasional exactness of the distributional transform approximation for direct Gaussian copula models with discrete margins (Q2244573) (← links)
- European spreads at the interest rate lower bound (Q2246719) (← links)
- Test of misspecification with application to negative binomial distribution (Q2255914) (← links)
- Achieving semiparametric efficiency bound in longitudinal data analysis with dropouts (Q2256745) (← links)
- Minimum \(K_\phi\)-divergence estimators for multinomial models and applications (Q2259723) (← links)