Pages that link to "Item:Q5588239"
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The following pages link to A characterization of limiting distributions of regular estimates (Q5588239):
Displayed 31 items.
- The indirect method: inference based on intermediate statistics -- a synthesis and examples (Q2503926) (← links)
- An infinite dimensional convolution theorem with applications to random censoring and missing data models (Q2641029) (← links)
- ON THE ASYMPTOTIC EFFICIENCY OF GMM (Q2878813) (← links)
- Optimal plug-in estimators for multivariate distributions with conditionally independent components (Q3106440) (← links)
- Efficient Estimation for Semiparametric Semi-Markov Processes (Q3155269) (← links)
- Are Super-efficient Estimators Super-powerful? (Q3155374) (← links)
- MAXIMAL UNIFORM CONVERGENCE RATES IN PARAMETRIC ESTIMATION PROBLEMS (Q3557549) (← links)
- Non-parametric applications of an infinite dimensional convolution theorem (Q3687512) (← links)
- Contamination games in a robust k–sample model (Q3834881) (← links)
- Local asymptotic minimax properties of Pitman estimates (Q3924986) (← links)
- Global asymptotic properties of risk functions in estimation (Q4178331) (← links)
- Estimating a Stability Parameter: Asymptotics and Simulations (Q4379703) (← links)
- Limiting Experiments and Asymptotic Bounds on the Performance of Sequence of Estimators (Q4609024) (← links)
- Asymptotic linearity of minimax estimators (Q4696597) (← links)
- Factorizing the information contained in an experiment, conditionally on the observed value of a statistic (Q4743562) (← links)
- Estimating functionals of the error distribution in parametric and nonparametric regression (Q4831091) (← links)
- Efficiency. of infinite dimensional <i>M‐</i> estimators (Q4850116) (← links)
- (Q4864584) (← links)
- Confidence intervals for the selected population in randomized trials that adapt the population enrolled (Q4921950) (← links)
- LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process (Q4967796) (← links)
- Asymptotic Risk and Bayes Risk of Thresholding and Superefficient Estimates and Optimal Thresholding (Q5167876) (← links)
- (Q5179067) (← links)
- Toward Computerized Efficient Estimation in Infinite-Dimensional Models (Q5242467) (← links)
- Variance bounds for estimators in autoregressive models with constraints (Q5299492) (← links)
- Asymptotically efficient estimation of linear functionals in inverse regression models (Q5717557) (← links)
- On the exponential approximation of a family of probability measures and a representation theorem of Hajek-Inagaki (Q5906069) (← links)
- The Hájek convolution theorem and empirical Bayes estimation: Parametrics, semiparametrics and nonparametrics (Q5928951) (← links)
- On the exponential approximation of a family of probability measures and a representation theorem of Hajek-Inagaki (Q5966981) (← links)
- LAMN property for jump diffusion processes with discrete observations on a fixed time interval (Q6101686) (← links)
- Should data ever be thrown away? Pooling interval-censored data sets with different precision (Q6114035) (← links)
- Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation (Q6160980) (← links)