scientific article
From MaRDI portal
Publication:3288488
zbMath0104.12701MaRDI QIDQ3288488
No author found.
Publication date: 1960
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (only showing first 100 items - show all)
On optimal asymptotic tests of composite hypotheses with several constraints ⋮ Unnamed Item ⋮ Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one ⋮ Some impossibility results for inference with cluster dependence with large clusters ⋮ LAMN property for jump diffusion processes with discrete observations on a fixed time interval ⋮ Locally robust inference for non-Gaussian linear simultaneous equations models ⋮ Approximate Bayesian computation using asymptotically normal point estimates ⋮ Contiguity under high-dimensional Gaussianity with applications to covariance testing ⋮ Locally asymptotically efficient estimation for parametric PINAR(p) models ⋮ Efficient estimation in semiparametric self-exciting threshold INAR processes ⋮ Optimal nonparametric range-based volatility estimation ⋮ Estimation for the reaction term in semi-linear SPDEs under small diffusivity ⋮ Application of convolution theorems in semiparametric models with non-i. i. d. data ⋮ The Hájek convolution theorem and empirical Bayes estimation: Parametrics, semiparametrics and nonparametrics ⋮ On asymptotic differentiability of averages. ⋮ Unnamed Item ⋮ Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results ⋮ LAN, LAM and convergence of iterative ML estimates; optimal design in Gaussian one-way mixed model ⋮ Efficiency in local differential privacy ⋮ On several local asymptotic properties for fractional autoregressive models with strong mixing noises ⋮ Locally robust inference for non-Gaussian SVAR models ⋮ Combining multiple imputation with raking of weights: an efficient and robust approach in the setting of nearly true models ⋮ One-Step Estimation with Scaled Proximal Methods ⋮ Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives ⋮ Robust active learning with binary responses ⋮ Large sample inference for conditional exponential families with applications to nonlinear time series ⋮ Some applications of the asymptotic distribution of likelihood functions to the asymptotic efficiency of estimates ⋮ Asymptotic normality under contiguity in a dependence case ⋮ Optimal local Gaussian approximation of an exponential family ⋮ Limits of translation invariant experiments ⋮ Quasi-likelihood analysis and its applications ⋮ Efficient estimation in (PINAR(1)) model: semiparametric case ⋮ Efficient estimation in some missing data problems ⋮ Maximum likelihood estimation for Wishart processes ⋮ Empirical phi-divergence test statistics for testing simple and composite null hypotheses ⋮ An infinite dimensional convolution theorem with applications to random censoring and missing data models ⋮ An asymptotic derivation of Neyman's \(C(\alpha)\) test ⋮ The convolution theorem for estimating linear functionals in indirect nonparametric regression models ⋮ Asymptotic properties of Rao's test for testing hypotheses in discrete parameter stochastic processes ⋮ The contiguity of probability measures and asymptotic inference in continuous time stationary diffusions and Gaussian processes with known covariance ⋮ Frequentist validity of Bayesian limits ⋮ LAMN property for multivariate inhomogeneous diffusions with discrete observations ⋮ Local asymptotic normality for a periodically time varying long memory parameter ⋮ Efficient estimation in a semiparametric additive regression model with autoregressive errors ⋮ Asymptotic power of sphericity tests for high-dimensional data ⋮ Noncommutative Lebesgue decomposition and contiguity with applications in quantum statistics ⋮ Efficient estimation in periodic INAR(1) model: parametric case ⋮ Statistical limits of spiked tensor models ⋮ Asymptotic analysis of singular likelihood ratio of normal mixture by Bayesian learning theory for testing homogeneity ⋮ Adaptive test for periodicity in restrictive EXPAR(p) models ⋮ Likelihood Ratio Processes under Nonstandard Settings ⋮ Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes ⋮ On the consistency of the maximum likelihood estimator for the three parameter lognormal distribution ⋮ Asymptotic properties of maximum likelihood estimators with sample size recalculation ⋮ Bounds for the asymptotic distribution of the likelihood ratio ⋮ Efficient inference about the tail weight in multivariate Student \(t\) distributions ⋮ Approximation of the likelihood ratio statistics in the model of competing risks under random censoring from the right ⋮ Adaptive penalized weighted least absolute deviations estimation for the accelerated failure time model ⋮ Asymptotic expansion of the log-likelihood function based on stopping times defined on a Markov process ⋮ On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling ⋮ Nonparametric specification testing via the trinity of tests ⋮ Estimating the Error Distribution in a Single-Index Model ⋮ Limiting Experiments and Asymptotic Bounds on the Performance of Sequence of Estimators ⋮ \(U\)-statistic with side information ⋮ Contiguity and irreconcilable nonstandard asymptotics of statistical tests ⋮ Divisible statistics ⋮ Asymptotic optimality of estimating function estimator for CHARN model ⋮ Discrimination of Close Hypotheses about the Distribution Tails Using Higher Order Statistics ⋮ A Cramér-Rao inequality for non-differentiable models ⋮ Local asymptotic normality for progressively censored likelihood ratio statistics and applications ⋮ Local asymptotic normality for Student-Lévy processes under high-frequency sampling ⋮ On adaptive estimation in nonstationary ARMA models with GARCH errors ⋮ Performance guarantees for policy learning ⋮ Estimation of the distribution function of noise in stationary processes ⋮ A LAN based Neyman smooth test for Pareto distributions ⋮ Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function ⋮ Strong identifiability and optimal minimax rates for finite mixture estimation ⋮ Convergence of linear functionals of the Grenander estimator under misspecification ⋮ Estimation of open dwell time and problems of identifiability in channel experiments ⋮ Asymptotic efficiency of conditional least squares estimators for ARCH models ⋮ Inference for 2-D GARCH models ⋮ Semiparametric efficient adaptive estimation of the GJR-GARCH model ⋮ Aligned rank statistics for repeated measurement models with orthonormal design, employing a Chernoff-Savage approach ⋮ Some specific contiguous alternatives to the normal error assumption in linear models ⋮ Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors ⋮ Some developments in semiparametric statistics ⋮ LAN property for stochastic differential equations with additive fractional noise and continuous time observation ⋮ Maximum empirical likelihood estimation and related topics ⋮ Locally best rotation-invariant rank tests for modal location ⋮ On statistical methods in neuronal spike-train analysis ⋮ Asymptotically efficient two-sample rank tests for modal directions on spheres ⋮ On the asymptotic behavior of mixtures of poisson distributions ⋮ Optimality and sub-optimality of PCA. I: Spiked random matrix models ⋮ Asymptotic optimal inference for a class of nonlinear time series models ⋮ Parametric estimation. Finite sample theory ⋮ Weighted least squares estimators in possibly misspecified nonlinear regression ⋮ Quadratic semiparametric von Mises calculus ⋮ Asymptotically most powerful rank tests for multivariate randomness against serial dependence ⋮ Estimation in two sample type II censoring models ⋮ Stein 1956: Efficient nonparametric testing and estimation
This page was built for publication: