Asymptotics in statistics: some basic concepts
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Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Statistical decision theory (62C99) Limit theorems in probability theory (60F99) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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- On accuracy of Gaussian approximation in Bayesian semiparametric problems
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- A method for checking efficiency of estimators in statistical models driven by Lévy's noise
- Assessing the quality of bootstrap samples and of the bootstrap estimates obtained with finite resampling.
- Optimal estimation under nonstandard conditions
- Uniform \(L_{1}\) posterior consistency in compact Gaussian shift experiments
- The Bayesian analysis of complex, high-dimensional models: can it be CODA?
- Asymptotics in statistics. Some basic concepts.
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- Efficient estimation in smooth threshold autoregressive(1) models
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- Finite sample Bernstein-von Mises theorem for semiparametric problems
- On sparse estimation for semiparametric linear transformation models
- Convergence rates of posterior distributions.
- Construction of credible intervals for nonlinear regression models with unknown error distributions
- Likelihood asymptotics in nonregular settings: a review with emphasis on the likelihood ratio
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- Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case
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- Some developments in semiparametric statistics
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- Estimation and confidence sets for sparse normal mixtures
- A new method for estimation and model selection: \(\rho\)-estimation
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- Efficient likelihood ratio tests under \(P\)-ancillarity and \(P\)-sufficiency
- Local asymptotic normality in of standard generalized Pareto processes
- Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes
- An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility
- Spike and slab variable selection: frequentist and Bayesian strategies
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- Covariances, robustness, and variational Bayes
- Density estimation in uncertainty propagation problems using a surrogate model
- Local asymptotic normality in a stationary model for spatial extremes
- A conversation with Lucien Le Cam.
- Nonparametric analysis of non-Euclidean data on shapes and images
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- Asymptotic limit of the Bayes actions set derived from a class of loss functions
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- Dependence and the dimensionality reduction principle
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- Space-time threshold detection in non-additive non-Gaussian noise fields
- Asymptotic inference for Markov step processes: Observation up to a random time
- On the multivariate predictive distribution of multi-dimensional effective dose: a Bayesian approach
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- The Bernstein-von Mises theorem under misspecification
- Data-adaptive estimation of the treatment-specific mean
- LAMN in a class of parametric models for null recurrent diffusions
- Quasi likelihood analysis of volatility and nondegeneracy of statistical random field
- Goodness-of-fit tests based on quadratic functionals of transformed empirical processes
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