Pages that link to "Item:Q5681324"

The following pages link to Contiguity of Probability Measures (Q5681324):

Displaying 50 items.

• Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function (Q495365) (← links)
• Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality (Q538181) (← links)
• Measure of information and contiguity (Q581948) (← links)
• Hájek-Inagaki convolution representation theorem for randomly stopped locally asymptotically mixed normal experiments (Q625304) (← links)
• Information criterion as a multiple testing procedure (Q689411) (← links)
• Some developments in semiparametric statistics (Q715787) (← links)
• Einige Bemerkungen zur Theorie der maximum probability Schätzer (Q754570) (← links)
• On necessary and sufficient conditions for convergence of probability measures in variation (Q799016) (← links)
• Efficient estimation of the stationary distribution for exponentially ergodic Markov chains (Q803698) (← links)
• Some characterizations of non-ergodic estimating functions for stochastic processes (Q892894) (← links)
• The asymptotic spread of estimators (Q916250) (← links)
• Minimization of a convex functional on a class of sets in a measure space (Q918878) (← links)
• Hájek-Inagaki representation theorem, under a general stochastic processes framework, based on stopping times (Q951208) (← links)
• Bayesian analysis of switching regression models (Q1075000) (← links)
• Local Bahadur efficiency of score tests (Q1100825) (← links)
• Detecting changes in signals and systems - a survey (Q1108252) (← links)
• Asymptotic properties of Rao's test for testing hypotheses in discrete parameter stochastic processes (Q1116250) (← links)
• Likelihood process in parametric model of censored data with staggered entry-asymptotic properties and applications (Q1116581) (← links)
• Power of the Lagrange multiplier test for certain subdiagonal bilinear models (Q1126139) (← links)
• The asymptotic maximin property of chi-squared type tests based on the empirical process (Q1129430) (← links)
• Asymptotic properties of the maximum probability estimates in Markov processes (Q1135074) (← links)
• Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes (Q1136460) (← links)
• Asymptotic inference for stochastic processes (Q1143730) (← links)
• A note on contiguity and \(L_ 1-\)norm (Q1165526) (← links)
• Changepoint problems and contiguous alternatives (Q1174907) (← links)
• Rank transform statistics with censored data (Q1185547) (← links)
• Some specific contiguous alternatives to the normal error assumption in linear models (Q1209700) (← links)
• The efficiency criteria problem for stochastic processes (Q1248316) (← links)
• On an optimal asymptotic property of the maximum likelihood estimator of a parameter from a stochastic process (Q1249915) (← links)
• Asymptotic Bayesian analysis based on a limited information estimator (Q1305680) (← links)
• The Chibisov-O'Reilly theorem for empirical processes under contiguous measures (Q1314697) (← links)
• Early warning of slight changes in systems (Q1314747) (← links)
• On the speed of convergence in the central limit theorem of log- likelihood ratio processes (Q1322495) (← links)
• Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives (Q1327553) (← links)
• Large sample inference for conditional exponential families with applications to nonlinear time series (Q1330176) (← links)
• Rank tests for testing the randomness of autoregressive coefficients (Q1336895) (← links)
• Stable convergence of the log-likelihood ratio to a mixture of infinitely divisible distributions (Q1368804) (← links)
• The local asymptotic normality of a class of generalized random coefficient autoregressive processes (Q1380643) (← links)
• On limit distributions emerging in the generalized Birnbaum-Saunders model (Q1586605) (← links)
• Efficient estimation of stable Lévy process with symmetric jumps (Q1656845) (← links)
• Asymptotic expansion of posterior distribution of parameter centered by a \( \sqrt{n} \)-consistent estimate (Q1746405) (← links)
• Local asymptotic normality property for fractional Gaussian noise under high-frequency observations (Q1800793) (← links)
• Asymptotic optimal inference for a class of nonlinear time series models (Q1802320) (← links)
• On residual empirical processes of stochastic regression models with applications to time series (Q1807171) (← links)
• Asymptotically uniformly most powerful tests in parametric and semiparametric models (Q1816577) (← links)
• Smooth preferences and the approximate expected utility hypothesis (Q1821673) (← links)
• Asymptotic optimality of tests in a hypothesis testing problem for recurrent jump Markov processes (Q1824328) (← links)
• Local asymptotic normality and mixed normality for Markov statistical models (Q1826192) (← links)
• Discrimination distance bounds and statistical applications (Q1826204) (← links)
• Asymptotically similar criteria (Q1836235) (← links)