Pages that link to "Item:Q1184200"
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The following pages link to Asymptotically normal families of distributions and efficient estimation (Q1184200):
Displayed 29 items.
- Asymptotic equivalence for inference on the volatility from noisy observations (Q548535) (← links)
- Efficient estimation of spectral functionals for continuous-time stationary models (Q634700) (← links)
- On asymptotic minimaxity of Kolmogorov and omega-square tests (Q1129423) (← links)
- Local asymptotic normality for multivariate linear processes (Q1316604) (← links)
- On some problems of nonparametric estimation (Q1336090) (← links)
- Principal component decomposition of non-parametric tests (Q1346970) (← links)
- Lower bound for quadratic losses of estimation of infinite-dimensional parameter (Q1382698) (← links)
- On methods of sieves and penalization (Q1383094) (← links)
- Estimation of spectral functionals for Lévy-driven continuous-time linear models with tapered data (Q1722054) (← links)
- Efficient estimation of integral functionals of a density (Q1816590) (← links)
- On nonparametric tests of positivity/monotonicity/convexity (Q1848947) (← links)
- Lower bounds for the asymptotic minimax risk with spherical data (Q1869131) (← links)
- Asymptotically optimal and admissible decision rules in compound compact Gaussian shift experiments (Q1922403) (← links)
- On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density (Q2008616) (← links)
- Statistical estimation for stationary models with tapered data (Q2116627) (← links)
- Statistical inference for stationary linear models with tapered data (Q2154983) (← links)
- Central limit theorem and moderate deviation principle for stochastic scalar conservation laws (Q2166397) (← links)
- Stochastic 2D primitive equations: central limit theorem and moderate deviation principle (Q2203788) (← links)
- An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility (Q2447642) (← links)
- On semiparametric statistical inferences in the moderate deviation zone (Q2451256) (← links)
- Goodness-of-fit testing and quadratic functional estimation from indirect observations (Q2466675) (← links)
- Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form (Q3157844) (← links)
- Asymptotic Distribution of the Estimated BDS Statistic from The Residuals of Location-Scale Type Processes (Q4485092) (← links)
- Local asymptotic normality for multivariate nonlinear AR processes (Q4542936) (← links)
- Robust estimation for continuous-time linear models with memory (Q4606860) (← links)
- Efficient estimation of conditional covariance matrices for dimension reduction (Q4975151) (← links)
- Efficient estimation in periodic INAR(1) model: parametric case (Q5088091) (← links)
- Adaptive quadratic functional estimation of a weighted density by model selection (Q5402490) (← links)
- Efficient functional estimation and the super-oracle phenomenon (Q6172193) (← links)