Pages that link to "Item:Q921769"
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The following pages link to On the density of minimum contrast estimators (Q921769):
Displayed 21 items.
- Extensions of saddlepoint-based bootstrap inference (Q741159) (← links)
- Higher order density approximations for solutions to estimating equations (Q900825) (← links)
- Robust tests based on dual divergence estimators and saddlepoint approximations (Q962209) (← links)
- Yokes and symplectic structures (Q1372398) (← links)
- Statistics, yokes and symplectic geometry (Q1383412) (← links)
- Asymptotics and the theory of inference (Q1430906) (← links)
- Saddlepoint approximations and tests based on multivariate \(M\)-estimates. (Q1434010) (← links)
- Bartlett identities and large deviations in likelihood theory (Q1568313) (← links)
- The density of multivariate \(M\)-estimates. (Q1848778) (← links)
- A Dirac-function method for densities of nonlinear statistics and for marginal densities in nonlinear regression (Q1914299) (← links)
- The empirical saddlepoint estimator (Q2154965) (← links)
- Higher-order asymptotics and its application to testing the equality of the examinee ability over two sets of items (Q2331177) (← links)
- Distribution of the multivariate nonlinear LS estimator under an uncertain input (Q2423176) (← links)
- Large deviations for M-estimators (Q2502131) (← links)
- The density of the parameter estimators when the observations are distributed exponentially (Q2564969) (← links)
- Likelihood inference in complex settings (Q2856571) (← links)
- Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography (Q4715844) (← links)
- Higher Dimensional Nonlinear Regression-A Statistical Use of the Riemannian Curvature Tensor (Q4763442) (← links)
- Multiple roots of estimating functions (Q4944647) (← links)
- RELATIVE ERROR ACCURATE STATISTIC BASED ON NONPARAMETRIC LIKELIHOOD (Q5024499) (← links)
- D. A. S. Fraser: From structural inference to asymptotics (Q6059413) (← links)