scientific article; zbMATH DE number 638178
From MaRDI portal
Publication:4305286
zbMath0801.62025MaRDI QIDQ4305286
No author found.
Publication date: 13 September 1994
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
equivarianceasymptotic optimalityexercisesexamplesshrinkage estimators\(M\)-estimatorsunbiased estimatorlarge sample theoryglobal properties\(L\)-estimatorsPitman estimatorsrisk-unbiasednessminimum risk equivariant procedures
Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
Related Items (40)
Robust model selection in regression via weighted likelihood methodology ⋮ The efficiency of the estimators of the parameters in GARCH processes. ⋮ Estimation of the Bias of the Maximum Likelihood Estimators in an Extreme Value Context ⋮ A note on the sampling properties of the Vincentizing (quantile averaging) procedure ⋮ Data recycling: A response to the changing technology from the statistical perspective with application to psychiatric sleep research ⋮ Letter to the Editor: Zhang, J. (2021), “The Mean Relative Entropy: An Invariant Measure of Estimation Error,” The American Statistician, 75, 117–123: comment by Vos and Wu ⋮ Estimation for renewal processes with unobservable gamma or Erlang interarrival times ⋮ Error control in the perfectly matched layer based multilevel fast multipole algorithm ⋮ Tests for continuity of regression functions ⋮ Minimum Hellinger distance estimation in simple linear regression models; distribution and efficiency ⋮ Discriminating among Weibull, log-normal, and log-logistic distributions ⋮ Random partitioning over a sparse contingency table ⋮ On the comparison of the Fisher information of the log-normal and generalized Rayleigh distributions ⋮ Maximum likelihood estimation for the Erlang integer parameter ⋮ Improving on truncated linear estimates of exponential and gamma scale parameters ⋮ Fast calibrations of the forward search for testing multiple outliers in regression ⋮ Estimating the integer mean of a normal model related to binomial distribution ⋮ Credibility Using a Loss Function from Spline Theory ⋮ Peaks-Over-Threshold Modeling Under Random Censoring ⋮ Estimation in multiple linear regression Berkson model for processes with uncorrelated incre\-ments ⋮ Another look at Huber's estimator: a new minimax estimator in regression with stochastically bounded noise ⋮ A semiparametric maximum likelihood ratio test for the change point in copula models ⋮ Admissibility and inadmissibility of a generalized Bayes unbiased estimator in a multivariate linear model ⋮ A simple definition of detection limit ⋮ On the comparison of Fisher information of the Weibull and GE distributions ⋮ A discrete multivariate distribution resulting from the law of small numbers ⋮ Admissibilities of matrix linear estimators multivariate linear models ⋮ Permutation tests in change point analysis ⋮ Semi-parametric copula-based models under non-stationarity ⋮ Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder) ⋮ Hierarchical mixtures-of-experts for exponential family regression models: Approximation and maximum likelihood estimation ⋮ Topology discovery of sparse random graphs with few participants ⋮ Tests in projection pursuit regression ⋮ Parameter estimation in nonlinear stochastic differential equations ⋮ A longitudinal data analysis interpretation of credibility models ⋮ Reliability estimation of classification algorithms. II: Point Bayesian estimates ⋮ Limit results for the empirical process of squared residuals in GARCH models. ⋮ An application of the maximum likelihood test to the change-point problem ⋮ Asymptotic scaling laws for precision of parameter estimates in dynamical systems ⋮ Optimisation of linear unbiased intensity estimators for point processes
This page was built for publication: