Pages that link to "Item:Q5588239"
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The following pages link to A characterization of limiting distributions of regular estimates (Q5588239):
Displaying 50 items.
- Root- estimability of some missing data models (Q765837) (← links)
- Asymptotic minimax estimation in semiparametric models (Q811051) (← links)
- The convolution theorem for estimating linear functionals in indirect nonparametric regression models (Q866624) (← links)
- Efficient shrinkage in parametric models (Q894642) (← links)
- The asymptotic spread of estimators (Q916250) (← links)
- Hájek-Inagaki representation theorem, under a general stochastic processes framework, based on stopping times (Q951208) (← links)
- A note on asymptotic inference in a class of non-stationary processes (Q1056179) (← links)
- The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend (Q1057607) (← links)
- A uniform condition of local asymptotic normality (Q1077069) (← links)
- A characterization of limiting distributions of estimators in an autoregressive process (Q1077854) (← links)
- Asymptotic efficiency in semi-parametric models with censoring (Q1083159) (← links)
- On stable laws for estimating functions and derived estimators (Q1088324) (← links)
- Asymptotic inference for continuous-time Markov chains (Q1092575) (← links)
- Convergence of stochastic empirical measures (Q1102049) (← links)
- Asymptotic properties of Rao's test for testing hypotheses in discrete parameter stochastic processes (Q1116250) (← links)
- Estimates of relative risk (Q1122899) (← links)
- Asymptotic theorems for estimating the distribution function under random truncation (Q1124242) (← links)
- A statistically important Gaussian process (Q1165519) (← links)
- On statistics of Markov step processes: Representation of log-likelihood ratio processes in filtered local models (Q1203944) (← links)
- Asymptotic relations between the likelihood estimating function and the maximum likelihood estimator (Q1228144) (← links)
- A third-order optimum property of the maximum likelihood estimator (Q1245541) (← links)
- More higher-order efficiency: Concentration probability (Q1275420) (← links)
- Information bounds for Gibbs samplers (Q1307091) (← links)
- Asymptotic inference for Markov step processes: Observation up to a random time (Q1312304) (← links)
- Adaptive estimation in time-series models (Q1359426) (← links)
- Stable convergence of the log-likelihood ratio to a mixture of infinitely divisible distributions (Q1368804) (← links)
- Efficient estimation in semiparametric GARCH models (Q1372928) (← links)
- The local asymptotic normality of a class of generalized random coefficient autoregressive processes (Q1380643) (← links)
- On methods of sieves and penalization (Q1383094) (← links)
- Information and asymptotic efficiency of the case-cohort sampling design in Cox's regression model (Q1400009) (← links)
- On local asymptotic normality for birth and death on a flow (Q1613627) (← links)
- LAMN in a class of parametric models for null recurrent diffusions (Q1656853) (← links)
- A tutorial on Fisher information (Q1680996) (← links)
- Semiparametric efficient adaptive estimation of the GJR-GARCH model (Q1756033) (← links)
- Asymptotically optimal estimation in misspecified time series models (Q1816966) (← links)
- Asymptotically similar criteria (Q1836235) (← links)
- The statistical work of Lucien Le Cam. (Q1848952) (← links)
- Asymptotic efficiency of estimation in the partial Koziol-Green model (Q1878669) (← links)
- A note on the local asymptotically minimax rate for estimating a crossing point in a diagnostic marker problem (Q1897083) (← links)
- Polynomials under Ornstein-Uhlenbeck noise and an application to inference in stochastic Hodgkin-Huxley systems (Q2040940) (← links)
- A revisit to Le Cam's first lemma (Q2051010) (← links)
- Stein 1956: Efficient nonparametric testing and estimation (Q2054465) (← links)
- Likelihood theory for the graph Ornstein-Uhlenbeck process (Q2144193) (← links)
- Parametric embedding of nonparametric inference problems (Q2321988) (← links)
- Efficient estimation in smooth threshold autoregressive(1) models (Q2324066) (← links)
- Local asymptotic mixed normality property for discretely observed stochastic differential equations driven by stable Lévy processes (Q2342396) (← links)
- Statistical estimation with model selection (Q2385788) (← links)
- Model robust inference with two-stage maximum likelihood estimation for copulas (Q2418525) (← links)
- Estimating discontinuous periodic signals in a time inhomogeneous diffusion (Q2431003) (← links)
- Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion (Q2437994) (← links)