Pages that link to "Item:Q2534959"
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The following pages link to On the measurability and consistency of minimum contrast estimates (Q2534959):
Displaying 50 items.
- Expectile asymptotics (Q309591) (← links)
- Fitting circles to scattered data: parameter estimates have no moments (Q537530) (← links)
- Convergence rates of large deviations probabilities for point estimators (Q594497) (← links)
- Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models (Q746977) (← links)
- On a class of stopping times for M-estimators (Q797943) (← links)
- Strong convergence of estimators as \(\varepsilon_n\)-minimisers of optimisation problems (Q816378) (← links)
- Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes (Q834361) (← links)
- Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach (Q869981) (← links)
- Consistency and asymptotic normality of least absolute value estimates (Q1059948) (← links)
- Measures of lack of fit from tests of chi-squared type (Q1079896) (← links)
- Robustness of decision rules in multivariate classification problems (Q1099545) (← links)
- Consistency of maximum likelihood estimators for certain nonparametric families, in particular: Mixtures (Q1110214) (← links)
- Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms (Q1130391) (← links)
- Unbiased estimators in the sense of Lehmann and their discrimination rates (Q1163804) (← links)
- A modified maximum likelihood test (Q1239991) (← links)
- On the existence of maximum probability estimators (Q1243977) (← links)
- Consistency of minimum contrast estimators in non-standard cases (Q1259113) (← links)
- Asymptotic properties of estimators in nonlinear functional errors-in-variables with dependent error terms (Q1286604) (← links)
- Rates of convergence for minimum contrast estimators (Q1326244) (← links)
- On the existence of minimum contrast estimates in binary response model (Q1335377) (← links)
- \(L_{p}\)-estimators in ARCH models (Q1417811) (← links)
- Estimates of parameters of dependent random variables (Q1570275) (← links)
- Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors (Q1582374) (← links)
- Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise (Q1645196) (← links)
- Asymptotic properties of the \(M\)-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum (Q1729565) (← links)
- Feasible invertibility conditions and maximum likelihood estimation for observation-driven models (Q1746551) (← links)
- On the asymptotic distribution of the Koenker-Bassett estimator for a parameter of the nonlinear model of regression with strongly dependent noise (Q1759968) (← links)
- Asymptotic behavior of Bayes estimates under possibly incorrect models (Q1807093) (← links)
- Second order asymptotics in nonlinear regression (Q1822431) (← links)
- Convex models, MLE and misspecification (Q1848856) (← links)
- Conditions equivalent to consistency of approximate MLE's for stochastic processes (Q1890721) (← links)
- Necessary and sufficient conditions for consistency of generalized \(M\)- estimates (Q1902120) (← links)
- Consistency and asymptotic normality of maximum likelihood estimation for Gaussian Markov processes from discrete observations (Q1915124) (← links)
- Some applied problems from random field theory (Q1956973) (← links)
- Consistency of least-square estimates for the parameters of a Gaussian regression model (Q1968504) (← links)
- Robust estimation of a location parameter with the integrated Hogg function (Q2006764) (← links)
- General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator (Q2044417) (← links)
- Local spatial log-Gaussian Cox processes for seismic data (Q2106831) (← links)
- Bootstrap based probability forecasting in multiplicative error models (Q2224997) (← links)
- Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model (Q2240079) (← links)
- Optimality of the quasi-score estimator in a mean-variance model with applications to measurement error models (Q2272098) (← links)
- On the existence of strongly consistent indirect estimators when the binding function is compact valued (Q2337044) (← links)
- A normal hierarchical model and minimum contrast estimation for random intervals (Q2352450) (← links)
- Asymptotic properties of minimum contrast estimators for parameters of Boolean models (Q2365603) (← links)
- Consistency of the total least squares estimator in the linear errors-in-variables regression (Q2414850) (← links)
- Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator (Q2447647) (← links)
- Some approaches to financial risk assessment (Q2452832) (← links)
- Method of empirical means in stochastic programming problems (Q2458088) (← links)
- The Berry-Esseen bound for minimum contrast estimates (Q2546141) (← links)
- Asymptotic normality (Q2546741) (← links)
