Asymptotic Statistics
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Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Asymptotic properties of parametric tests (62F05) Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20)
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Cited in
(only showing first 100 items - show all)- Long-time estimates in the mean-field limit
- Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms
- Proportional hazards models with continuous marks
- A method of moments estimator of tail dependence
- A new aspect of a risk process and its statistical inference
- Nonparametric IV estimation of local average treatment effects with covariates
- Interval censored and truncated data: Rate of convergence of NPMLE of the density
- Likelihood-based confidence sets for partially identified parameters
- Causal effects in longitudinal studies: Definition and maximum likelihood estimation
- Variance estimation in the central limit theorem for Markov chains
- Doubly robust difference-in-differences estimators
- Extending the scope of empirical likelihood
- Dimension reduction for nonelliptically distributed predictors
- Goodness-of-fit tests in parametric regression based on the estimation of the error distribution
- Confidence intervals of the hazard rate function for discrete distributions using mixtures
- Exact algorithms for computing \(p\)-values of statistics-linear combination of 3-nomial variables
- Likelihood ratio tests and singularities
- Asymptotic distributions of robust shape matrices and scales
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions
- Goodness-of-fit tests for parametric regression with selection biased data
- Approximation of powers of some tests in one-way MANOVA type multivariate generalized linear model
- Local asymptotic normality for finite dimensional quantum systems
- The Fréchet derivative of an analytic function of a bounded operator with some applications
- Bootstrap confidence intervals in mixtures of discrete distributions
- One-sample location tests for multilevel data
- Regions of alternatives with high and low power for goodness-of-fit tests
- Optimal robust influence functions in semiparametric regression
- Approximating conditional density functions using dimension reduction
- Minimum distance estimation in imprecise probability models
- Strong consistency of maximum likelihood estimators for a discrete-time random field HJM-type interest rate model
- Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process
- On a robust and efficient maximum depth estimator
- On random tomography with unobservable projection angles
- Asymptotic theory of semiparametric \(Z\)-estimators for stochastic processes with applications to ergodic diffusions and time series
- A maximum likelihood method for the incidental parameter problem
- The empirical likelihood method applied to covariance matrix estimation
- Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond
- Asymptotic expansions for general statistical models. With the assist. of W. Wefelmeyer
- Quantile-based clustering
- Updating of the Gaussian graphical model through targeted penalized estimation
- The Generalized Ridge Estimator of the Inverse Covariance Matrix
- Nonparametric multiple change-point estimation for analyzing large Hi-C data matrices
- A goodness-of-fit test for Archimedean copula models in the presence of right censoring
- Weighted logrank permutation tests for randomly right censored life science data
- Exact MLE and asymptotic properties for nonparametric semi-Markov models
- Partially monotone tensor spline estimation of the joint distribution function with bivariate current status data
- Likelihood inference for a fractionally cointegrated vector autoregressive model
- An extended empirical saddlepoint approximation for intractable likelihoods
- Asymptotic estimates using probability
- Goodness-of-fit test for specification of semiparametric copula dependence models
- M-estimation with incomplete and dependent multivariate data
- Panel data analysis with heterogeneous dynamics
- Parametric statistical theory: with the assistance of R. Hamböker
- Asymptotic inference for maximum likelihood estimators under the special exponential family with double-truncation
- A Simple Algorithm for Exact Multinomial Tests
- An MCMC approach to classical estimation.
- Alternative models for stock price dynamics.
- Nonparametric likelihood ratio goodness-of-fit tests for survival data
- Dual representation of \(\phi\)-divergences and applications.
- Robust permutation tests for one sample
- Copula-based dependence measures
- Nonparametric ANCOVA with two and three covariates
- Total error in a plug-in estimator of level sets.
- Some generalizations of the Anderson--Darling statistic.
- Local asymptotic normality for the scale parameter of stable processes.
- Error structures and parameter estimation.
- Weighted Bickel-Rosenblatt process and goodness of fit tests.
- Large sample theory for semiparametric regression models with two-phase, outcome dependent sampling.
- Large-Sample Theory for the Bergsma-Dassios Sign Covariance
- Wilcoxon-Mann-Whitney or t-test? On assumptions for hypothesis tests and multiple interpretations of decision rules
- Calibration for computer experiments with binary responses and application to cell adhesion study
- Nonparametric maximum likelihood estimation for dependent truncation data based on copulas
- Semiparametric inference for an accelerated failure time model with dependent truncation
- Testing quasi-independence for truncation data
- Honest confidence regions and optimality in high-dimensional precision matrix estimation
- Asymptotics in statistics. Some basic concepts.
- Testing the distribution of error components in panel data models
- Semiparametric empirical likelihood confidence intervals for AUC under a density ratio model
- A significance test of the RV coefficient in high dimensions
- Variance estimation for semiparametric regression models by local averaging
- Putting a price tag on temperature
- Asymptotic theory for relative-risk models with missing time-dependent covariates
- Consistency of modularity clustering on random geometric graphs
- Asymptotic analysis of the random walk metropolis algorithm on ridged densities
- Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes
- Wald-type rank tests: a GEE approach
- Family of power divergence spatial scan statistics
- Double generalized threshold models with constraint on the dispersion by the mean
- On the use of bootstrap with variational inference: theory, interpretation, and a two-sample test example
- The second-order bias of quantile estimators
- Forecast dominance testing via sign randomization
- A unified theory of confidence regions and testing for high-dimensional estimating equations
- A Jensen-Gini measure of divergence with application in parameter estimation
- Chunked-and-averaged estimators for vector parameters
- Scoring rules for statistical models on spheres
- Testing equivalence to families of multinomial distributions with application to the independence model
- On normal approximations for the two-sample problem on multidimensional tori
- Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels
- Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model
- Uniform asymptotic inference and the bootstrap after model selection
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