Parameter Estimation when Various Models are Available

DOI10.1080/02331889208802372MaRDI QIDQ4322934zbMATH OpenOpenAlexFDO

Authors Dominique Picard, Bernard Prum

Publication date 13 February 1995

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889208802372

zbMATH Keywords

contiguityexponential familiesgeneticslikelihood criterionpre-test estimatorsegregation analysis

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• A new look at the statistical model identification
• A Predictive Approach to Model Selection
• Asymptotic methods in statistical decision theory
• ASYMPTOTIC NORMALITY OF LINEAR RANK STATISTICS UNDER ALTERNATIVES
• Contiguity of Probability Measures
• Estimating the dimension of a model
• Estimation with quadratic loss.
• scientific article; zbMATH DE number 3465127 (Why is no real title available?)
• scientific article; zbMATH DE number 3602484 (Why is no real title available?)
• On model selection and the arc sine laws
• On shrinkage least squares estimation in a parallelism problem
• On some shrinkage estimators of multivariate location
• On the choice of a model to fit data from an exponential family
• Parameter Estimation when Various Models are Available
• Some sampling properties of the two-stage test in a linear regression with a proxy variable

Cited in

(4)

• Model based parameter estimation. Theory and applications. Based on the workshop on parameter estimation, Heidelberg, Germany, 2009
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• Parsimonious Model Averaging With a Diverging Number of Parameters
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