scientific article; zbMATH DE number 1249686

zbMath0914.62001MaRDI QIDQ4230740

No author found.

Publication date: 9 February 1999

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Asymptotic properties of parametric tests (62F05)

Related Items (only showing first 100 items - show all)

Asymptotic Pitman's Relative Efficiency ⋮ Blind system identification using precise and quantized observations ⋮ ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION ⋮ The Kolmogrov–Feller type weak law of large numbers for APND random variables ⋮ Correlation estimation using components of Japanese candlesticks ⋮ Group sequential methods based on ranked set samples ⋮ Small Area Estimation with Correctly Specified Linking Models ⋮ Smoothed ranks for two or multi-sample location problems ⋮ Generalized expected value of continuous random variables and its applications ⋮ New efficient estimators for the Weibull distribution ⋮ On nonparametric test for the residual probability order ⋮ Improved maximum likelihood estimators for the parameters of the Johnson S_B distribution ⋮ Modeling sums of exchangeable binary variables ⋮ Graphical Markov models for infinitely many variables ⋮ Modeling functional data: a test procedure ⋮ Asymptotic comparison of semi-supervised and supervised linear discriminant functions for heteroscedastic normal populations ⋮ New closed-form efficient estimators for a bivariate Weibull distribution ⋮ Fitting and testing log-linear subpopulation models with known support ⋮ New closed‐form efficient estimator for multivariate gamma distribution ⋮ Dimension reduction with expectation of conditional difference measure ⋮ Selective inference after feature selection via multiscale bootstrap ⋮ A history of the delta method and some new results ⋮ Negative binomial regression in dose-effect relationships ⋮ Some correlation tests for vectors of large dimension ⋮ Confidence intervals for the cross product ratio under the special case of direct-inverse sampling scheme and its applications ⋮ Estimation of dynamic rate parameters in insect populations undergoing sublethal exposure to pesticides ⋮ A new distance-based distribution: detecting concentration in directional data ⋮ Noncompliance and Instrumental Variables for 2^K Factorial Experiments ⋮ Estimation and extrapolation of time trends in registry data -- borrowing strength from related populations ⋮ Robust density power divergence estimates for panel data models ⋮ Optimal stable Ornstein-Uhlenbeck regression ⋮ Acceptance sampling plans for the three-parameter inverted Topp-Leone model ⋮ A \(U\)-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting ⋮ Operating characteristics of the rank‐based inverse normal transformation for quantitative trait analysis in genome‐wide association studies ⋮ Using the area under an estimated ROC curve to test the adequacy of binary predictors ⋮ Adaptive test statistics for ergodic diffusion processes sampled at discrete times ⋮ Weighted Empirical Minimum Distance Estimators in Berkson Measurement Error Regression Models ⋮ About the Complexity Function in Small-ball Probability Factorization ⋮ Randomized limit theorems for stationary ergodic random processes and fields ⋮ Integrals Go Statistical: Cryptanalysis of Full Skipjack Variants ⋮ Iterative estimating equations: Linear convergence and asymptotic properties ⋮ Covariate Adjustment in Estimating the Area Under ROC Curve with Partially Missing Gold Standard ⋮ Confidence bands for distribution functions when parameters are estimated from the data: A non‐Monte‐Carlo approach ⋮ Location‐invariant Multi‐sample U‐tests for Covariance Matrices with Large Dimension ⋮ Free-Knot Polynomial Splines with Confidence Intervals ⋮ Two score and 10 years of score tests ⋮ On optimal scale upper bound in wavelet-based estimation for hurst index of fractional Brownian motion ⋮ Minimax Optimal Procedures for Locally Private Estimation ⋮ Unnamed Item ⋮ Same root different leaves: time series and cross-sectional methods in panel data ⋮ Robustness of principal component analysis with Spearman's rank matrix ⋮ Differentially private confidence intervals for proportions under stratified random sampling ⋮ Non-degenerate \(U\)-statistics for data missing completely at random with application to testing independence ⋮ A note on mean testing for high dimensional multivariate data under non-normality ⋮ ESTIMATING A RATIO OF MEANS FROM BIVARIATE COUNTS WITH APPLICATIONS IN STEREOLOGY ⋮ Evaluation of \(P(X_t>Y_t)\) when both \(X_t\) and \(Y_t\) are residual lifetimes of two systems ⋮ Robust explicit estimators using the power-weighted repeated medians ⋮ The Wald Confidence Interval for a Binomial p as an Illuminating “Bad” Example ⋮ On empirical cumulative residual entropy and a goodness-of-fit test for exponentiality ⋮ Ordered and censored lifetime data in reliability: an illustrative review ⋮ Delta method, asymptotic distribution ⋮ A Robust Generalization of the Rao Test ⋮ Design efficiency in genetic association studies ⋮ A network approach to compute hypervolume under receiver operating characteristic manifold for multi-class biomarkers ⋮ Generalized regression estimators with concave penalties and a comparison to lasso type estimators ⋮ Overlapping batch confidence intervals on statistical functionals constructed from time series: application to quantiles, optimization, and estimation ⋮ Sufficient conditions for central limit theorems and confidence intervals for randomized quasi-Monte Carlo methods ⋮ Huber-Dutter estimation of linear models with dependent errors ⋮ Functional sufficient dimension reduction through information maximization with application to classification ⋮ Some results on the odds rate order along with its statistical testing ⋮ Estimation and Asymptotic Inference in the AR-ARCH Model ⋮ Tests for high-dimensional covariance matrices using the theory ofU-statistics ⋮ Weak linear representation of M-estimaton in GLMs with dependent errors ⋮ On a localization property of wavelet coefficients for processes with stationary increments, and applications. I. Localization with respect to shift ⋮ Hypervolume under ROC manifold for discrete biomarkers with ties ⋮ Permutation inference distribution for linear regression and related models ⋮ Exact unconditional inference for analyzing contingency tables in finite populations ⋮ Bayesian rank-based hypothesis testing for the rank sum test, the signed rank test, and Spearman's ρ ⋮ Asymptotic properties of a two sample randomized test for partially dependent data ⋮ Efficiency gains in least squares estimation: A new approach ⋮ On the Construction of Bounds in Prospective Studies with Missing Ordinal Outcomes: Application to the Good Behavior Game Trial ⋮ Estimation of stress–strength reliability for Marshall–Olkin distributions based on progressively Type-II censored samples ⋮ A Cheap Trick to Improve the Power of a Conservative Hypothesis Test ⋮ Hybrid multi-step estimators for stochastic differential equations based on sampled data ⋮ On the Interrelation Between the Sample Mean and the Sample Variance ⋮ A Few Counter Examples Useful in Teaching Central Limit Theorems ⋮ New Statistical Tests for Detecting Disparate Impact Arising From Two-Stage Selection Processes ⋮ A U-statistic-based test of treatment effect heterogeneity ⋮ A significance test of the RV coefficient in high dimensions ⋮ Method of moments estimators and multi-step MLE for Poisson processes ⋮ A simple solution to the inadequacy of asymptotic likelihood-based inference for response-adaptive clinical trials: likelihood-based inference for RAR trials ⋮ Weighted empirical minimum distance estimators in linear errors-in-variables regression models ⋮ Information measures and design issues in the study of mortality deceleration: findings for the gamma-Gompertz model ⋮ Maximum likelihood estimation for a one-sided truncated family of distributions ⋮ Nakagami distribution with heavy tails and applications to mining engineering data ⋮ Finite scale Lyapunov analysis of temperature fluctuations in homogeneous isotropic turbulence ⋮ High dimensional efficiency with applications to change point tests ⋮ On testing sphericity and identity of a covariance matrix with large dimensions ⋮ Note on the delta method for finite population inference with applications to causal inference ⋮ Asymptotic normality of DHD estimators in a partially linear model

This page was built for publication: