Publication:4742188

From MaRDI portal
Revision as of 23:11, 7 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)


zbMath0505.62069MaRDI QIDQ4742188

Ulf Grenander

Publication date: 1981



62M09: Non-Markovian processes: estimation

62M05: Markov processes: estimation; hidden Markov models

62-02: Research exposition (monographs, survey articles) pertaining to statistics

62M99: Inference from stochastic processes

62M07: Non-Markovian processes: hypothesis testing

62M02: Markov processes: hypothesis testing

62Mxx: Inference from stochastic processes


Related Items

On the mathematics of growth, Optimal nonparametric estimation for some semimartingale stochastic differential equations, Inference for stochastic neuronal models, Inference for stochastic neuronal models, Optimal nonparametric estimation for some semimartingale stochastic differential equations, Fourier analysis of stationary time series in function space, Regressions with Berkson errors in covariates -- a nonparametric approach, A partial overview of the theory of statistics with functional data, Bayesian estimation of a bivariate copula using the Jeffreys prior, Nonparametric regression models for right-censored data using Bernstein polynomials, A conversation with Ulf Grenander, Sieve-based confidence intervals and bands for Lévy densities, Bootstrap consistency for general semiparametric \(M\)-estimation, Root selection in normal mixture models, A general Hankel-norm approximation scheme for linear recursive filtering, Some asymptotic theory for functional regression and classification, Nonparametric asymptotically efficient estimation of a signal in the nonlinear case, Weighted \(L^ 2\) quantile distance estimators for randomly censored data, Distribution free goodness-of-fit tests for linear processes, Intrinsic Bayesian active contours for extraction of object boundaries in images, An approximate likelihood approach to nonlinear mixed effects models via spline approximation, Sieve estimation of constant and time-varying coefficients in nonlinear ordinary differential equation models by considering both numerical error and measurement error, Identification of a hereditary system with distributed delay, Asymptotic inference for continuous-time Markov chains, Parametric estimation for the mean of a Gaussian process by the method of sieves, A counting process approach to the regression analysis of grouped survival data, Estimation in sparsely sampled random walks, Histogram maximum likelihood estimator in the multiplicative intensity model, Qualitative and asymptotic performance of SNP density estimators, Maximum likelihood restoration and choice of smoothing parameter in deconvolution of image data subject to Poisson noise., Time-dependent coefficients in a Cox-type regression model, Least-square estimation for regression on random designs for absolutely regular observations, Time-dependent coefficients in a multi-event model for survival analysis, Uniform laws of large numbers and stochastic Lipschitz-continuity, Rates of convergence for minimum contrast estimators, Wald consistency and the method of sieves in REML estimation, Nonparametric maximum likelihood estimation in a non locally compact setting, Granulometric smoothing, A plug-in approach to support estimation, Rates of convergence of estimates, Kolmogorov's entropy and the dimensionality reduction principle in regression, On methods of sieves and penalization, Estimateur crible de l'opérateur d'un processus ARB(1). (Sieve estimator of the operator in ARB(1) process), Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity., Statistics of seasonality perturbed by time continuous processes with autoregressive representation, The broken sample problem, Identification of filtered white noises, Bayesian goodness-of-fit testing using infinite-dimensional exponential families, Multiple comparisons in interim analysis., Confidence regions for the set of global maximizers of nonparametrically estimated curves., Rates of convergence for the Gaussian mixture sieve., Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities., Convergence rates for density estimation with Bernstein polynomials., The statistical work of Lucien Le Cam., Bootstraps for time series, Goodness-of-fit tests for location and scale families based on a weighted \(L_ 2\)-Wasserstein distance measure., Shape restricted nonparametric regression with Bernstein polynomials, Semi-nonparametric estimation with Bernstein polynomials, Nonparametric pseudo-Lagrange multiplier stationarity testing, Deconvolution estimation of mixture distributions with boundaries, Adaptive Bayesian density estimation with location-scale mixtures, The consistency of posterior distributions in nonparametric problems, Bayesian model selection and model averaging, Model selection by bootstrap penalization for classification, Statistical estimation with model selection, Prototype selection for parameter estimation in complex models, Learning bounds via sample width for classifiers on finite metric spaces, Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series, Sieve \(M\) inference on irregular parameters, Asymptotic theory for the Cox model with missing time-dependent covariate, Sieve inference on possibly misspecified semi-nonparametric time series models, Rate of convergence for sieve estimator of the operator in ARB(1) process., Approximating some Volterra type stochastic integrals with applications to parameter estimation., Stochastic processes indexed by hypergroups. II, Strong consistency of the maximum likelihood estimator for finite mixtures of location-scale distributions when the scale parameters are exponentially small, Estimation of analytic functions, Theory of Classification: a Survey of Some Recent Advances, Semiparametric efficiency bounds, Canonical Representation for Gaussian Processes, Cramer's Theorem for Certain Ergodic Processes in Banach Spaces, ON THE EFFICIENCY OF THE SAMPLE MEAN IN LONG-MEMORY NOISE