Pages that link to "Item:Q1083778"
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The following pages link to Asymptotic methods in statistical decision theory (Q1083778):
Displayed 50 items.
- Immunization of multiple liabilities (Q1116617) (← links)
- Regularity, partial regularity, partial information process, for a filtered statistical model (Q1123494) (← links)
- Rates of convergence of \(L_p\)-estimators for a density with an infinity cusp (Q1125541) (← links)
- A generalization of asymptotically linear estimators (Q1174117) (← links)
- Changepoint problems and contiguous alternatives (Q1174907) (← links)
- Approximations and time-discretization in testing one-sided hypotheses for the mean of a Gaussian process (Q1185338) (← links)
- Strong consistency of a sieve estimator for the variance in nonlinear regression (Q1195570) (← links)
- Optimal rank-based tests against first-order superdiagonal bilinear dependence (Q1200014) (← links)
- Stochastic methods for neural systems (Q1200640) (← links)
- Estimation of open dwell time and problems of identifiability in channel experiments (Q1200650) (← links)
- Adaptive estimation in time series regression models (Q1203090) (← links)
- Local asymptotic mixed normality for semimartingale experiments (Q1203345) (← links)
- Comparison of location models for stochastic processes (Q1203903) (← links)
- Bootstrap, wild bootstrap, and asymptotic normality (Q1203924) (← links)
- Random sampling in estimation problems for continuous Gaussian processes with independent increments (Q1208940) (← links)
- Some specific contiguous alternatives to the normal error assumption in linear models (Q1209700) (← links)
- Symmetrization and decoupling of combinatorial random elements (Q1273017) (← links)
- A nonparametric goodness-of-fit test for a class of parametric autoregressive models (Q1299430) (← links)
- Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence (Q1299532) (← links)
- A utility based approach to information for stochastic differential equations (Q1312299) (← links)
- The Chibisov-O'Reilly theorem for empirical processes under contiguous measures (Q1314697) (← links)
- Local asymptotic normality for multivariate linear processes (Q1316604) (← links)
- On statistical information of extreme order statistics, local extreme value alternatives, and Poisson point processes (Q1323139) (← links)
- Rates of convergence for minimum contrast estimators (Q1326244) (← links)
- Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives (Q1327553) (← links)
- Estimation of partially nonstationary vector autoregressive models with seasonal behavior (Q1329134) (← links)
- Asymptotic inference for semimartingale models with singular parameter points (Q1330191) (← links)
- Asymptotic minimax risk for sup-norm loss: Solution via optimal recovery (Q1333562) (← links)
- On local odds and hazard rate models in survival analysis (Q1336923) (← links)
- Principal component decomposition of non-parametric tests (Q1346970) (← links)
- Resampling: consistency of substitution estimators (Q1354426) (← links)
- Asymptotic equivalence of density estimation and Gaussian white noise (Q1354435) (← links)
- Statistical information and expected number of observations for sequential experiments (Q1361677) (← links)
- Rates of convergence in the asymptotic normality for some local maximum estimators (Q1366379) (← links)
- On strong forms of weak convergence (Q1382521) (← links)
- Mutual information, metric entropy and cumulative relative entropy risk (Q1383090) (← links)
- Rates of convergence of estimates, Kolmogorov's entropy and the dimensionality reduction principle in regression (Q1383091) (← links)
- On nonparametric confidence intervals (Q1383093) (← links)
- A complete class of tests when the likelihood is locally asymptotically quadratic. (Q1421313) (← links)
- Necessary and sufficient conditions for weak convergence of smoothed empirical processes. (Q1424474) (← links)
- Efficient detection of random coefficients in autoregressive models (Q1429321) (← links)
- Optimal tests for autoregressive models based on autoregression rank scores (Q1568277) (← links)
- Information-theoretic determination of minimax rates of convergence (Q1578277) (← links)
- Local asymptotic normality for regression models with long-memory disturbance (Q1583901) (← links)
- Spectral asymptotics of some functionals arising in statistical inference for SPDEs (Q1593587) (← links)
- Asymptotic behavior of posterior distribution of the change-point parameter (Q1611818) (← links)
- Asymptotic distributions for goodness-of-fit statistics in a sequence of multinomial models (Q1612972) (← links)
- On closeness of two discrete weighted sums (Q1645197) (← links)
- Adaptive estimation of planar convex sets (Q1650068) (← links)
- Translation invariant statistical experiments with independent increments (Q1656850) (← links)