Pages that link to "Item:Q3234948"
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The following pages link to Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters (Q3234948):
Displaying 50 items.
- Bayesian nonparametric models for ranked set sampling (Q747367) (← links)
- Econometric duration analysis (Q788453) (← links)
- Asymptotic theory for estimators under random censorship (Q806856) (← links)
- An asymptotic theory for the nonparametric maximum likelihood estimator in the Cox gene model (Q817976) (← links)
- Consistency of a recursive estimate of mixing distributions (Q834348) (← links)
- A bivariate interval censorship model for partnership formation (Q864275) (← links)
- Isotonic single-index model for high-dimensional database marketing (Q957060) (← links)
- A robust unified approach to analyzing methylation and gene expression data (Q961331) (← links)
- Meta-heuristic algorithms for parameter estimation of semi-parametric linear regression models (Q1010420) (← links)
- Consistency of minimizing a penalized density power divergence estimator for mixing distribution (Q1019443) (← links)
- A linearization procedure and a VDM/ECM algorithm for penalized and constrained nonparametric maximum likelihood estimation for mixture models (Q1019924) (← links)
- Interpretation and inference in mixture models: simple MCMC works (Q1019984) (← links)
- Mixture analysis of multivariate categorical data with covariates and missing entries (Q1020201) (← links)
- Inference for multivariate normal mixtures (Q1021835) (← links)
- A maximum likelihood method for the incidental parameter problem (Q1043759) (← links)
- Bayesian estimation in the two-parameter logistic model (Q1067736) (← links)
- Non-parametric maximum likelihood estimation of censored regression models (Q1083147) (← links)
- Empirical Bayes estimation in functional and structural models, and uniformly adaptive estimation of location (Q1086937) (← links)
- Consistency of maximum likelihood estimators for certain nonparametric families, in particular: Mixtures (Q1110214) (← links)
- Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case (Q1112529) (← links)
- Estimation of variance components in an unbalanced two-way mixed model under heteroskedasticity (Q1116239) (← links)
- On the conditional and mixture model approaches for matched pairs (Q1125976) (← links)
- A comparison of estimators for undersized samples (Q1145464) (← links)
- Linear prediction and estimation methods for regression models with stationary stochastic coefficients (Q1156447) (← links)
- Convergence of estimates. I, II (Q1165532) (← links)
- Maximum-likelihood estimation for hidden Markov models (Q1185789) (← links)
- Strong consistency of the MLE under random censoring (Q1199362) (← links)
- Existence and consistency of maximum likelihood in upgraded mixture models (Q1201118) (← links)
- Large sample properties of estimates of a discrete grade of membership model (Q1206632) (← links)
- Bayesian inference in error-in-variables models (Q1213267) (← links)
- Estimation of the Pareto law from underreported data. A further analysis (Q1229542) (← links)
- Classical asymptotic properties of a certain estimator related to the maximum likelihood estimator (Q1236849) (← links)
- Consistency of minimum contrast estimators in non-standard cases (Q1259113) (← links)
- A dynamic generalization of the Rasch model (Q1309411) (← links)
- Maximum likelihood estimation in the multi-path change-point problem (Q1335355) (← links)
- Modifications of the EM algorithm for survival influenced by an unobserved stochastic process (Q1344950) (← links)
- Consistency of maximum likelihood estimators in general random effects models for binary data (Q1355183) (← links)
- Measuring the relative effectiveness of moment estimators as starting values in maximizing likelihoods (Q1361505) (← links)
- Nonparametric control for residual heterogeneity in modelling recurrent behaviour (Q1361583) (← links)
- Measuring information loss due to inconsistencies in duration data from longitudinal surveys (Q1362494) (← links)
- Semiparametric likelihood ratio inference (Q1372844) (← links)
- On the sampling interpretation of confidence intervals and hypothesis tests in the context of conditional maximum likelihood estimation (Q1385101) (← links)
- Estimation of a bivariate symmetric distribution function. (Q1423208) (← links)
- Degeneracy in the maximum likelihood estimation of univariate Gaussian mixtures with EM. (Q1424452) (← links)
- Fitting a mixture distribution to a variable subject to heteroscedastic measurement errors (Q1424624) (← links)
- Compound decision theory and empirical Bayes methods (Q1429309) (← links)
- Integrated likelihood methods for eliminating nuisance parameters. (With comments and a rejoinder). (Q1431155) (← links)
- An empirical analysis of earnings dynamics among men in the PSID: 1968--1989 (Q1573365) (← links)
- Two semi-parametric empirical Bayes estimators (Q1606484) (← links)
- Efficient nonparametric estimation of a distribution function. (Q1608626) (← links)