Pages that link to "Item:Q2534959"
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The following pages link to On the measurability and consistency of minimum contrast estimates (Q2534959):
Displayed 15 items.
- Expectile asymptotics (Q309591) (← links)
- Fitting circles to scattered data: parameter estimates have no moments (Q537530) (← links)
- Convergence rates of large deviations probabilities for point estimators (Q594497) (← links)
- Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models (Q746977) (← links)
- On a class of stopping times for M-estimators (Q797943) (← links)
- Strong convergence of estimators as \(\varepsilon_n\)-minimisers of optimisation problems (Q816378) (← links)
- Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes (Q834361) (← links)
- Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach (Q869981) (← links)
- Consistency and asymptotic normality of least absolute value estimates (Q1059948) (← links)
- Measures of lack of fit from tests of chi-squared type (Q1079896) (← links)
- Robustness of decision rules in multivariate classification problems (Q1099545) (← links)
- Consistency of maximum likelihood estimators for certain nonparametric families, in particular: Mixtures (Q1110214) (← links)
- Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms (Q1130391) (← links)
- Unbiased estimators in the sense of Lehmann and their discrimination rates (Q1163804) (← links)
- A modified maximum likelihood test (Q1239991) (← links)