Asymptotics in statistics: some basic concepts
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Limit theorems in probability theory (60F99) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Statistical decision theory (62C99) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20)
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(only showing first 100 items - show all)- Asymptotic methods in statistical decision theory
- Efficient likelihood ratio tests under \(P\)-ancillarity and \(P\)-sufficiency
- Asymptotic minimax results for stochastic process families with critical points
- Estimating the index of a stable law via the pot-method
- Space-time threshold detection in non-additive non-Gaussian noise fields
- Asymptotic inference for Markov step processes: Observation up to a random time
- On statistical information of extreme order statistics, local extreme value alternatives, and Poisson point processes
- Asymptotic inference for semimartingale models with singular parameter points
- A complete class of tests when the likelihood is locally asymptotically quadratic.
- A conversation with Lucien Le Cam.
- Some issues in the foundation of statistics. (With comments by J. Berger, E. L. Lehmann, P. W. Holland, C. C. Clogg, N. W. Henry and the author's rejoinder)
- Asymptotics in statistics. Some basic concepts.
- Local asymptotic normality for regression models with long-memory disturbance
- R-estimation in autoregression with square-integrable score function
- On local asymptotic normality for birth and death on a flow
- LAMN in a class of parametric models for null recurrent diffusions
- Bayesian inference for spectral projectors of the covariance matrix
- Efficient MCMC estimation of inflated beta regression models
- Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization
- Equivalence theory for density estimation, Poisson processes and Gaussian white noise with drift
- Dependence and the dimensionality reduction principle
- Estimation of linear functionals of Poisson processes
- Design adaptive nearest neighbor regression estimation
- Convergence rates of posterior distributions.
- Assessing the quality of bootstrap samples and of the bootstrap estimates obtained with finite resampling.
- Bayesian evaluation of non-admissible conditioning
- Intrinsic losses
- Adaptive selection of the best population
- The Bernstein-von Mises theorem under misspecification
- Estimation of parameters of linear homogeneous stochastic differential equations
- On the loss of information due to nonrandom truncation
- Spectral convergence of probability densities for forward problems in uncertainty quantification
- LAMN property for multivariate inhomogeneous diffusions with discrete observations
- An independence test based on recurrence rates
- Parametric inference for diffusions observed at stopping times
- Statistical synthesis of phase alignment algorithms for localization of wave field sources
- A simple R-estimation method for semiparametric duration models
- Posterior contraction rates for support boundary recovery
- Local asymptotic normality for shape and periodicity of a signal in the drift of a degenerate diffusion with internal variables
- Uniformity and the delta method
- Nonparametric analysis of non-Euclidean data on shapes and images
- Efficient estimation in smooth threshold autoregressive(1) models
- On large deviations for some sequences of weighted means of Gaussian processes
- Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes
- Local asymptotic mixed normality property for discretely observed stochastic differential equations driven by stable Lévy processes
- Residual-based rank specification tests for AR-GARCH type models
- Unit root tests for cross-sectionally dependent panels: the influence of observed factors
- Data-adaptive estimation of the treatment-specific mean
- Spike and slab variable selection: frequentist and Bayesian strategies
- Estimating discontinuous periodic signals in a time inhomogeneous diffusion
- Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion
- An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility
- Quasi likelihood analysis of volatility and nondegeneracy of statistical random field
- Uniform \(L_{1}\) posterior consistency in compact Gaussian shift experiments
- Estimation and confidence sets for sparse normal mixtures
- On consistent statistical procedures in regression
- The Bayesian analysis of complex, high-dimensional models: can it be CODA?
- Semiparametric lower bounds for tail index estimation
- Nonasymptotic approach to Bayesian semiparametric inference
- Frequentist validity of Bayesian limits
- Tests of symmetry based on transformed empirical processes
- Goodness-of-fit tests based on quadratic functionals of transformed empirical processes
- Finite sample Bernstein-von Mises theorem for semiparametric problems
- Asymptotic results for weighted means of random variables which converge to a Dickman distribution, and some number theoretical applications
- Asymptotic inference for jump diffusions with state-dependent intensity
- A method for checking efficiency of estimators in statistical models driven by Lévy's noise
- The Bernstein-von Mises theorem and spectral asymptotics of Bayes estimators for parabolic SPDEs
- Construction and Visualization of Confidence Sets for Frequentist Distributional Forecasts
- On the multivariate predictive distribution of multi-dimensional effective dose: a Bayesian approach
- PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS
- scientific article; zbMATH DE number 3978112 (Why is no real title available?)
- Statistically-based approach for monitoring of micro-seismic events
- Clustering South African households based on their asset status using latent variable models
- scientific article; zbMATH DE number 192974 (Why is no real title available?)
- scientific article; zbMATH DE number 194236 (Why is no real title available?)
- Limit experiments of GARCH
- Efficient estimation of functionals of the spectral density of stationary Gaussian fields
- Local asymptotic normality in of standard generalized Pareto processes
- χ2-Type Goodness of Fit Test Based on Transformed Empirical Processes for Location and Scale Families
- Asymptotic Distribution of the Estimated BDS Statistic from The Residuals of Location-Scale Type Processes
- The semiparametric Bernstein-von Mises theorem
- Diffusions with measurement errors. I. Local Asymptotic Normality
- Local asymptotic normality for multivariate nonlinear AR processes
- Covariances, robustness, and variational Bayes
- Distributional divergence, statistical experiments and consequences in option pricing
- Critical dimension in the semiparametric Bernstein-von Mises theorem
- Density estimation in uncertainty propagation problems using a surrogate model
- LAMN property for the drift and volatility parameters of a SDE driven by a stable Lévy process
- R-estimation in semiparametric dynamic location-scale models
- A new method for estimation and model selection: \(\rho\)-estimation
- Adaptive Bayesian Time–Frequency Analysis of Multivariate Time Series
- Construction of credible intervals for nonlinear regression models with unknown error distributions
- On the likelihood function of small time variance Gamma Lévy processes
- Optimal estimation under nonstandard conditions
- Goodness-of-Fit to the Exponential Distribution, Focused on Weibull Alternatives
- Application of convolution theorems in semiparametric models with non-i. i. d. data
- A method of constructing rank tests in survival analysis
- On interpolation series related to the Abel-Goncharov problem
- Asymptotic limit of the Bayes actions set derived from a class of loss functions
- The impact of the bootstrap on statistical algorithms and theory
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