The following pages link to Anton Schick (Q180756):
Displayed 50 items.
- Empirical likelihood approach to goodness of fit testing (Q358139) (← links)
- Asymptotic properties of the GMLE with case 2 interval-censored data (Q449887) (← links)
- On efficient estimation of densities for sums of squared observations (Q452868) (← links)
- Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes (Q623492) (← links)
- Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution (Q625017) (← links)
- Tests for normality based on density estimators of convolutions (Q625030) (← links)
- Estimating the error distribution function in semiparametric additive regression models (Q645626) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- The transfer principle: a tool for complete case analysis (Q741815) (← links)
- Convergence rates of density estimators for sums of powers of observations (Q745338) (← links)
- Efficient prediction for linear and nonlinear autoregressive models (Q869982) (← links)
- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses (Q995428) (← links)
- Estimating the error distribution function in nonparametric regression with multivariate co\-var\-iates (Q1012228) (← links)
- Estimating the innovation distribution in nonparametric autoregression (Q1017896) (← links)
- Improving efficient marginal estimators in bivariate models with parametric marginals (Q1038442) (← links)
- On asymptotically efficient estimation in semiparametric models (Q1088332) (← links)
- A note on the construction of asymptotically linear estimators (Q1096991) (← links)
- Efficient estimation in some missing data problems (Q1100827) (← links)
- Correction to ``A note on the construction of asymptotically linear estimators'' (Q1121616) (← links)
- Root-\(n\)-consistent and efficient estimation in semiparametric additive regression models (Q1129459) (← links)
- (Q1263187) (redirect page) (← links)
- Estimation in two sample type II censoring models (Q1263188) (← links)
- Improving weighted least-squares estimates in heteroscedastic linear regression when the variance is a function of the mean response (Q1298891) (← links)
- Estimating a shift in nonparametric regression via \(U\)-statistics (Q1299396) (← links)
- Efficient estimation of a shift in nonparametric regression (Q1304105) (← links)
- On efficient estimation in regression models (Q1314466) (← links)
- Estimation of the autocorrelation coefficient in the presence of a regression trend (Q1341371) (← links)
- Efficient estimates in linear and nonlinear regression with heteroscedastic errors (Q1361764) (← links)
- Efficient estimation in nonlinear autoregressive time-series models (Q1373195) (← links)
- Testing for the equality of two nonparametric regression curves (Q1378802) (← links)
- On U-statistics with random kernels (Q1380658) (← links)
- Testing for superiority among two regression curves (Q1410575) (← links)
- Estimating linear functionals of the error distribution in nonparametric regression (Q1417795) (← links)
- Efficient estimators for functionals of Markov chains with parametric marginals. (Q1427720) (← links)
- Efficient estimation in a semiparametric autoregressive model (Q1567089) (← links)
- Estimating joint distributions of Markov chains (Q1600681) (← links)
- Signed rank based empirical likelihood for the symmetric location model (Q1640923) (← links)
- Efficiency for heteroscedastic regression with responses missing at random (Q1642744) (← links)
- Asymptotic normality of quadratic forms with random vectors of increasing dimension (Q1686240) (← links)
- Efficient estimation of the error distribution in a varying coefficient regression model (Q1695546) (← links)
- Inference about the slope in linear regression: an empirical likelihood approach (Q1733121) (← links)
- Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (Q1769788) (← links)
- Maximum empirical likelihood estimation and related topics (Q1786582) (← links)
- Inference about the ratio of scale parameters in a two-sample setting with current status data (Q1808692) (← links)
- Asymptotically uniformly most powerful tests in parametric and semiparametric models (Q1816577) (← links)
- Adaptive estimation in a random coefficient autoregressive model (Q1816970) (← links)
- Efficient estimation of invariant distributions of some semiparametric Markov chain models. (Q1856536) (← links)
- Estimating the innovation distribution in nonlinear autoregressive models (Q1868289) (← links)
- On efficient estimation of linear functionals of a bivariate distribution with known marginals. (Q1871260) (← links)
- Estimating invariant laws of linear processes by \(U\)-statistics. (Q1879946) (← links)