Pages that link to "Item:Q3844022"

The following pages link to The asymptotic properties of ML estimators when sampling from associated populations (Q3844022):

Displaying 42 items.

• Asymptotic inference for maximum likelihood estimators under the special exponential family with double-truncation (Q134938) (← links)
• Skew-normal distribution in the multivariate null intercept measurement error model (Q468022) (← links)
• Matched case-control study with reporting bias (Q473530) (← links)
• Asymptotic variances of maximum likelihood estimator for the correlation coefficient from a BVN distribution with one variable subject to censoring (Q710801) (← links)
• Left-censored dementia incidences in estimating cohort effects (Q825201) (← links)
• Maximum likelihood estimation for joint mean-covariance models from unbalanced repeated-measures data (Q871018) (← links)
• A variance component test for mixed hidden Markov models (Q947195) (← links)
• Some asymptotic results for semiparametric nonlinear mixed-effects models with incomplete data (Q1036703) (← links)
• Testing equality of proportions with incomplete correlated data (Q1059344) (← links)
• Asymptotic normality of the maximum likelihood estimate in the independent not identically distributed case (Q1238569) (← links)
• Burr regression and portfolio segmentation (Q1282142) (← links)
• An asymptotic analysis of the regret risk in discriminant analysis under various training schemes. (Q1291230) (← links)
• On restricted hypotheses in extreme value regression models (Q1391247) (← links)
• Optimal rank set sampling estimates for a population proportion (Q1888847) (← links)
• Measurement errors, linear calibration and inferences for means (Q1896147) (← links)
• Testing the validity of a link function assumption in repeated type-II censored general step-stress experiments (Q2135590) (← links)
• Consistency for the negative binomial regression with fixed covariate (Q2189754) (← links)
• An approximate method for generalized linear and nonlinear mixed effects models with a mechanistic nonlinear covariate measurement error model (Q2312022) (← links)
• Convergence rate of MLE in generalized linear and nonlinear mixed-effects models: Theory and applications (Q2370461) (← links)
• Alternatives to maximum likelihood estimation based on spacings and the Kullback-Leibler divergence (Q2480029) (← links)
• Strong consistency of the maximum likelihood estimator in generalized linear and nonlinear mixed-effects models (Q2499556) (← links)
• Hypotheses Testing on a Multivariate Null Intercept Errors-in-Variables Model (Q3391884) (← links)
• Confidence intervals for a population proportion based on a ranked set sample (Q3497826) (← links)
• An implicit function based procedure for analyzing maximum likelihood estimates from nonidentically distributed data (Q3692620) (← links)
• ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS (Q3740038) (← links)
• Asymptotic normality of the maximum likelihood estimate in arbitrary stochastic processes (Q3875160) (← links)
• Segmented linear regression models applied to the analysis of data from a cross-sectional growth experiment (Q3908343) (← links)
• Estimation and tests of hypotheses for the initial mean and covariance in the kalman filter model (Q3925754) (← links)
• On ties in triple comparisons (Q4046975) (← links)
• Correcting for nonlinear measurement errors in the dependent variable in the general linear model (Q4275836) (← links)
• Asymptotically Efficient Noniterative Estimators of A Common Parameter From Independent Samples (Q4337768) (← links)
• Comparison to control in logistic regression (Q4787635) (← links)
• Zero‐Altered and other Regression Models for Count Data with Added Zeros (Q4862395) (← links)
• Data-Driven Pricing for a New Product (Q5080649) (← links)
• Retrospective sampling of survival data based on a Poisson birth process: conditional maximum likelihood (Q5095843) (← links)
• Stochastic analysis of covariance when the error distribution is long-tailed symmetric (Q5138137) (← links)
• Properties of a One-Sided Likelihood Ratio Test as Applied to Pool Screening (Q5172819) (← links)
• Estimation of a common mean vector in bivariate meta-analysis under the FGM copula (Q5742600) (← links)
• Statistical inference for a general class of distributions with time-varying parameters (Q5861419) (← links)
• Investigating non-inferiority or equivalence in time-to-event data under non-proportional hazards (Q6164145) (← links)
• High-dimensional factor copula models with estimation of latent variables (Q6200937) (← links)
• The first-order Markov conditional linear expectation approach for analysis of longitudinal Data (Q6627737) (← links)