Asymptotics in statistics: some basic concepts

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)

Cited In (only showing first 100 items - show all)

Title not available (Why is that?)
The Bayesian analysis of complex, high-dimensional models: can it be CODA?
Some identification problems in the cointegrated vector autoregressive model
Clustering South African households based on their asset status using latent variable models
Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization
The semiparametric Bernstein-von Mises theorem
Semi-parametric homogeneity test and sample size calculation for a two-sample problem under an inequality constraint
Bayesian frequentist hybrid inference
Local asymptotic normality for regression models with long-memory disturbance
Limit experiments of GARCH
Estimation of parameters of linear homogeneous stochastic differential equations
Convergence rates of posterior distributions.
Finite sample Bernstein-von Mises theorem for semiparametric problems
On sparse estimation for semiparametric linear transformation models
Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case
Residual-based rank specification tests for AR-GARCH type models
Equivalence theory for density estimation, Poisson processes and Gaussian white noise with drift
Estimation of linear functionals of Poisson processes
Estimation and confidence sets for sparse normal mixtures
Some developments in semiparametric statistics
A new method for estimation and model selection: \(\rho\)-estimation
Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes
Local asymptotic normality in \(\delta\) of standard generalized Pareto 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
Asymptotic limit of the Bayes actions set derived from a class of loss functions
Nonparametric analysis of non-Euclidean data on shapes and images
Local asymptotic normality in a stationary model for spatial extremes
Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions
Estimating discontinuous periodic signals in a time inhomogeneous diffusion
Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion
Local asymptotic mixed normality property for discretely observed stochastic differential equations driven by stable Lévy processes
Asymptotic inference for jump diffusions with state-dependent intensity
An information statistics approach to data stream and communication complexity
Intrinsic losses
The Bernstein-von Mises theorem under misspecification
Quasi likelihood analysis of volatility and nondegeneracy of statistical random field
R-estimation in autoregression with square-integrable score function
Bayesian inference for spectral projectors of the covariance matrix
Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank
Asymptotic minimax results for stochastic process families with critical points
Rate of convergence of predictive distributions for dependent data
PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS
Statistically-based approach for monitoring of micro-seismic events
Goodness-of-Fit to the Exponential Distribution, Focused on Weibull Alternatives
A complete class of tests when the likelihood is locally asymptotically quadratic.
Title not available (Why is that?)
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)
Semiparametric lower bounds for tail index estimation
Large deviation principles for sequences of logarithmically weighted means
One-step R-estimation in linear models with stable errors
Critical dimension in the semiparametric Bernstein-von Mises theorem
On local asymptotic normality for birth and death on a flow
On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling
Efficient estimation of functionals of the spectral density of stationary Gaussian fields
R-estimation in semiparametric dynamic location-scale models
Adaptive selection of the best population
Tests of symmetry based on transformed empirical processes
Local asymptotic normality for multivariate nonlinear AR processes
The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models
A simple R-estimation method for semiparametric duration models
Density Estimation in Uncertainty Propagation Problems Using a Surrogate Model
Multiscale inference about a density
Density estimation through convex combinations of densities: Approximation and estimation bounds
Title not available (Why is that?)
Diffusions with measurement errors. I. Local Asymptotic Normality
A method of constructing rank tests in survival analysis
Application of convolution theorems in semiparametric models with non-i. i. d. data
Adaptive Bayesian Time–Frequency Analysis of Multivariate Time Series
A semiparametric Bernstein-von Mises theorem for Gaussian process priors
Uniform \(L_{1}\) posterior consistency in compact Gaussian shift experiments
The impact of the bootstrap on statistical algorithms and theory
Optimal estimation under nonstandard conditions
EDI-Graphic: A Tool To Study Parameter Discrimination and Confirm Identifiability in Black-Box Models, and to Select Data-Generating Machines
Efficient estimation in smooth threshold autoregressive(1) models
Approximate Bayesian computation using asymptotically normal point estimates
Likelihood asymptotics in nonregular settings: a review with emphasis on the likelihood ratio
Construction of credible intervals for nonlinear regression models with unknown error distributions
On large deviations for some sequences of weighted means of Gaussian processes
Semi-Supervised Linear Regression
Spectral convergence of probability densities for forward problems in uncertainty quantification
χ²-Type Goodness of Fit Test Based on Transformed Empirical Processes for Location and Scale Families
Bayesian evaluation of non-admissible conditioning
Efficient likelihood ratio tests under \(P\)-ancillarity and \(P\)-sufficiency
Statistical synthesis of phase alignment algorithms for localization of wave field sources
A conversation with Lucien Le Cam.
Distributional divergence, statistical experiments and consequences in option pricing
On statistical information of extreme order statistics, local extreme value alternatives, and Poisson point processes
Frequentist validity of Bayesian limits
Dependence and the dimensionality reduction principle
Testing quantitative trait locus effects in genetic backcross studies with double recombination occurring
Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence
Asymptotic inference for semimartingale models with singular parameter points
Propensity score matching for estimating a marginal hazard ratio
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 the multivariate predictive distribution of multi-dimensional effective dose: a Bayesian approach
Data-adaptive estimation of the treatment-specific mean
Goodness-of-fit tests based on quadratic functionals of transformed empirical processes

This page was built for publication: Asymptotics in statistics: some basic concepts

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1188872)