Parametric statistical theory: with the assistance of R. Hamböker
From MaRDI portal
Publication:1333375
zbMath0807.62016MaRDI QIDQ1333375
Publication date: 15 September 1994
Published in: De Gruyter Textbook (Search for Journal in Brave)
surveyoptimalitycompletenessloss functionexhaustivityequivarianceriskasymptotic theorysuperefficiencyunbiasednesspower functionexercisesexamplesrelative efficiencyasymptotic boundssufficiencyconcentrationsignificance levelscritical regionasymptotic power functionsconsistency of estimatorsasymptotic distributions of estimator sequencesconfidence coefficientsmean unbiased estimators of minimal convex riskML-estimatorsoptimal one-sided bounds
Parametric inference (62Fxx) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
Related Items
\(M\)-estimators for regression with changing scale ⋮ Tchebycheff-Experiments ⋮ Stability under products of sufficient, minimal sufficient and complete \(\sigma\)-fields in the Bayesian case ⋮ A COMMENT ON LOCALLY MOST POWERFUL TESTS IN THE PRESENCE OF NUISANCE PARAMETERS ⋮ Efficient estimation in local parametric regression analysis ⋮ Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns ⋮ Confidence intervals based on the deviance statistic for the hyperparameters in state space models ⋮ Permutation tests - a revival?! I: Optimum properties ⋮ On the Asymptotic Structure of Brownian Motions with a Small Lead-Lag Effect ⋮ Partially Complete Sufficient Statistics Are Jointly Complete ⋮ Distributional hyperspace-convergence of Argmin-sets in convex 𝑀-estimation ⋮ Confidence bounds for the sensitivity lack of a less specific diagnostic test, without gold standard ⋮ Dynamic adaptive multiple tests with finite sample FDR control ⋮ Error regions in quantum state tomography: computational complexity caused by geometry of quantum states ⋮ Testing for a generalized Pareto process ⋮ Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models ⋮ Probability, minimax approximation, and Nash-equilibrium. Estimating the parameter of a biased coin ⋮ Robust Maximum Likelihood Estimation ⋮ Minimal sufficiency of order statistics in convex models ⋮ Measurable dependence of conditional measures on a parameter ⋮ Asymptotically efficient estimation of linear functionals in inverse regression models ⋮ On minimum Kantorovich distance estimators ⋮ M-estimators of structural parameters in pseudolinear models. ⋮ Unnamed Item ⋮ Partial sufficiency and density estimation ⋮ Regression analysis of stochastic fatigue crack growth model in a martingale difference framework ⋮ Link functions for parameters of sequential order statistics and curved exponential families ⋮ Unnamed Item ⋮ Bounded influence estimation for regression and scale ⋮ Strong consistency of factorial \(k\)-means clustering ⋮ Infinitesimally robust estimation in general smoothly parametrized models
