DOI10.1515/9783110850826zbMath0594.62017OpenAlexW4297575875MaRDI QIDQ1077103
Helmut Strasser
Publication date: 1985
Published in: De Gruyter Studies in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/9783110850826
Tchebycheff-Experiments,
REVERSIBILITY CONDITIONS FOR QUANTUM OPERATIONS,
A COMMENT ON LOCALLY MOST POWERFUL TESTS IN THE PRESENCE OF NUISANCE PARAMETERS,
Efficient estimation in local parametric regression analysis,
Infinitesimal sensitivity of posterior distributions,
Goodness-of-fit tests for vector autoregressive models in time series,
Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling,
Local asymptotic minimax estimation of nonregular parameters with translation-scale equivariant maps,
Global sufficiency of extreme order statistics in location models of Weibull type,
Efficiency of estimators for partially specified filtered models,
Lower bounds for invariant statistical models with applications to principal component analysis,
Geometrical Bounds for Variance and Recentered Moments,
Local asymptotic normality for randomly censored models with applications to rank tests,
Compatibility of observables on effect algebras,
Concentration of multivariate statistical tables,
Scaling limits for super-replication with transient price impact,
Two-step semiparametric empirical likelihood inference,
On the Asymptotic Structure of Brownian Motions with a Small Lead-Lag Effect,
Local asymptotic normality of sampling experiments,
Partially Complete Sufficient Statistics Are Jointly Complete,
The one‐sided Kolmogorov‐Smirnov test in signal detection problems with Gaussian white noise,
Duality for optimal consumption with randomly terminating income,
Fuzzy observables: from weak Markov kernels to Markov kernels,
Hellinger and total variation distance in approximating Lévy driven SDEs,
Recoverability of quantum channels via hypothesis testing,
Differentiablity of point process models and asymptotic efficiency of differentiable functionals,
Natural differentiable structures on statistical models and the Fisher metric,
Sharp and fuzzy observables on effect algebras,
HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION,
Comparison of quantum binary experiments,
Markov kernels and tribes,
Minimax estimation of low-rank quantum states and their linear functionals,
Estimating discontinuous periodic signals in a time inhomogeneous diffusion,
Preservation of a quantum Rényi relative entropy implies existence of a recovery map,
The sharp lower bound of asymptotic efficiency of estimators in the zone of moderate deviation probabilities,
Limiting Experiments and Asymptotic Bounds on the Performance of Sequence of Estimators,
Le cam theory on the comparison of statistical models,
Empirical likelihood ratio tests for multivariate regression models,
Maximum likelihood estimation and model selection for locally stationary processes∗,
An independent sequentially equivalent presentation of dependent experiments,
Unnamed Item,
On fixed-length confidence intervals for a bounded normal mean,
Models for circular data from time series spectra,
On the loss of information due to nonrandom truncation,
Asymptotically optimal rank tests for the two-sample problem with randomly censored data,
The empirical likelihood goodness-of-fit test for regression models,
On local uniformity for estimators and confidence limits,
Sufficiency in quantum statistical inference,
More powerful logrank permutation tests for two-sample survival data,
Unnamed Item,
ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS,
A score type test for general autoregressive models in time series,
Local asymptotic normality in quantum statistics,
Local asymptotic equivalence of pure states ensembles and quantum Gaussian white noise,
Estimating a Stability Parameter: Asymptotics and Simulations,
The Neyman-Pearson lemma under \(g\)-probability,
AUTOMATED OPTION PRICING: NUMERICAL METHODS,
Application of convolution theorems in semiparametric models with non-i. i. d. data,
A method of constructing rank tests in survival analysis,
How sharp are PV measures,
Criteria for posterior consistency and convergence at a rate,
Robust Markowitz mean‐variance portfolio selection under ambiguous covariance matrix,
On interpolation series related to the Abel-Goncharov problem,
Misspecification in infinite-dimensional Bayesian statistics,
Unnamed Item,
Concentration function and coefficients of divergence for signed measures,
Conditions equivalent and doubly equivalent to consistency of approximate MLE's,
Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise,
Quantum hypothesis testing and sufficient subalgebras,
Unnamed Item,
Asymptotic nonequivalence of density estimation and Gaussian white noise for small densities,
Testing hypotheses under a generalized Koziol–Green model with partially informative censoring,
Some remarks on weak sufficiency,
Unnamed Item,
Unnamed Item,
Testing for cycles in multiple time series,
SUFFICIENCY IN QUANTUM STATISTICAL INFERENCE: A SURVEY WITH EXAMPLES,
Testing problems with nuisance parameters: Linear models under non-classical assumptions,
Signal detection via Phi-divergences for general mixtures,
A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance,
Local asymptotic normality of intermediate and central order statistics,
Regularity of models associated with Markov jump processes,
Nonparametric checks for single-index models,
On the Smoothness of Projections in Statistical Models,
Duality for optimal consumption under no unbounded profit with bounded risk,
Nonparametric tests for two-sample dispersion problems: Problems with known dispersion centers,
LAN theorem for non-Gaussian locally stationary processes and its applications,
Unnamed Item,
Unnamed Item,
Optimal transport and Skorokhod embedding,
Sufficient subalgebras and the relative entropy of states of a von Neumann algebra,
Asymptotic inference for semimartingale models with singular parameter points,
Two-sample goodness-of-fit tests when ties are present,
Asymptotic minimax risk for sup-norm loss: Solution via optimal recovery,
On local odds and hazard rate models in survival analysis,
Limits of translation invariant experiments,
Optimal multilateral contracts,
Asymptotic relative efficiency of tests at the boundary of regular statistical models,
Comparison of location models of Weibull type samples and extreme value processes,
Conditions equivalent to consistency of approximate MLE's for stochastic processes,
Minimaxity of Pitman estimators,
Principal component decomposition of non-parametric tests,
Asymptotic equivalence of spectral density estimation and Gaussian white noise,
Sensitivity analysis: a review of recent advances,
Asymptotic equivalence of density estimation and Gaussian white noise,
Order relations for linear models: a survey on recent developments,
A continuous Gaussian approximation to a nonparametric regression in two dimensions,
Necessary and sufficient conditions for consistency of generalized \(M\)- estimates,
A characterization of translation-invariant experiments admitting adaptive estimates,
Statistical information and expected number of observations for sequential experiments,
Limits of experiments associated with sampling plans,
Translation invariant statistical experiments with independent increments,
Model-independent bounds for option prices -- a mass transport approach,
Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case,
On random translation models,
LAN of extreme order statistics,
Regularity, partial regularity, partial information process, for a filtered statistical model,
Hypothesis testing with a restricted parameter space,
On testing the extreme value index via the POT-method,
Asymptotically optimal and admissible decision rules in compound compact Gaussian shift experiments,
Comparison of sequential experiments,
Testing nonparametric statistical functionals with applications to rank tests,
Adaptive selection of the best population,
Local asymptotic normality in a stationary model for spatial extremes,
The asymptotic maximin property of chi-squared type tests based on the empirical process,
Wavelet thresholding for non-necessarily Gaussian noise: idealism,
Optimal rank-based testing for principal components,
Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank,
Limit experiments of GARCH,
Diagnostic checking for conditional heteroscedasticity models,
Testing composite hypotheses via convex duality,
Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise,
Integrated quantile functions: properties and applications,
A journey from statistics and probability to risk theory. An interview with Ludger Rüschendorf,
Asymptotic equivalence of functional linear regression and a white noise inverse problem,
Detectability of nonparametric signals: higher criticism versus likelihood ratio,
Asymptotic equivalence of nonparametric autoregression and nonparametric regression,
A complete class of tests when the likelihood is locally asymptotically quadratic.,
A nonparametric Cramér-Rao inequality for estimators of statistical functionals.,
Martingale optimal transport and robust hedging in continuous time,
Robust hedging with proportional transaction costs,
Optimal consumption from investment and random endowment in incomplete semimartingale markets.,
Cross entropy minimization in uninvadable states of complex populations,
A LAN based Neyman smooth test for Pareto distributions,
Testing one-sided hypotheses for the mean of a Gaussian process,
Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption,
Approximations and time-discretization in testing one-sided hypotheses for the mean of a Gaussian process,
The Le Cam distance between density estimation, Poisson processes and Gaussian white noise,
Strong Gaussian approximation of the mixture Rasch model,
New tests of uniformity on the compact classical groups as diagnostics for weak-\(^{*}\) mixing of Markov chains,
A characterization of maximin tests for two composite hypotheses,
The minimum increment of f-divergences given total variation distances,
Optimal estimation under nonstandard conditions,
Comparison of location models for stochastic processes,
On statistics of Markov step processes: Representation of log-likelihood ratio processes in filtered local models,
Random sampling in estimation problems for continuous Gaussian processes with independent increments,
Structure of sufficient quantum coarse-grainings,
Some developments in semiparametric statistics,
Nonparametric comparison of regression functions,
Weighted Logrank Permutation Tests for Randomly Right Censored Life Science Data,
Volatility estimators for discretely sampled Lévy processes,
Characterizations of commutative POV measures,
Hypotheses testing: Poisson versus stress-release,
Local asymptotic normality of truncated empirical processes,
Local asymptotic normality for autoregression with infinite order,
Asymptotic efficiency of estimates for models with incidental nuisance parameters,
Asymptotic behavior of M-estimator and related random field for diffusion process,
Local asymptotic normality for finite dimensional quantum systems,
Regions of alternatives with high and low power for goodness-of-fit tests,
Optimal tests for autoregressive models based on autoregression rank scores,
Convergence of filtered statistical models and Hellinger processes,
Filtered statistical models and Hellinger processes,
Local asymptotic normality and mixed normality for Markov statistical models,
Explicit bounds on Lévy-Prohorov distance for a class of multidimensional distribution functions.,
Infinitely divisible and stable statistical experiments,
The asymptotic elasticity of utility functions and optimal investment in incomplete markets,
Local asymptotic normality for regression models with long-memory disturbance,
Global power functions of goodness of fit tests.,
A likelihood approximation for locally stationary processes,
Minimax risk bounds in extreme value theory,
Lucien Le Cam 1924--2000.,
The statistical work of Lucien Le Cam.,
Asymptotic nonequivalence of GARCH models and diffusions,
Estimating the index of a stable law via the pot-method,
Asymptotic inference for Markov step processes: Observation up to a random time,
The sample covariance is not efficient for elliptical distributions,
Efficient estimation of the stationary distribution for exponentially ergodic Markov chains,
On the asymptotic power of the two-sided Kolmogorov-Smirnov test,
Lower bounds for the asymptotic minimax risk with spherical data,
Asymptotic statistical equivalence for scalar ergodic diffusions