scientific article; zbMATH DE number 3115454
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(83)- Marginal likelihood for parallel series
- The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics
- Testing strategies for model specification
- Likelihood ratio tests for comparing k populations - the two-parameter nonregular models
- Invariant prediction rules and an adequate statistic
- A special representation of a sufficient randomization kernel
- Optimal sequential estimation procedures for the normal mean when the variance is known
- On the non-existence of ancillary statistics
- Asymptotic relations between the likelihood estimating function and the maximum likelihood estimator
- On asymptotic properties of the maximum likelihood estimates of the general growth curve model
- A note on Box's general method of approximation for the null distributions of likelihood criteria
- Why randomize?
- When does the expectation of a ratio equal the ratio of expectations?
- Simultaneous equivariant estimation for location-scale models
- Estimating probability of occurrence of the most likely multinomial event
- Simultaneous equivariant estimation of the parameters of linear models
- A test for homogeneity of ordered means of inverse Gaussian populations
- Sufficiency and ancillarity in characterization problems
- Independent ratios \(X/Z\), \(Y/Z\) when \(X\), \(Y\) are (in)dependent but \((X,Y)\), \(Z\) are dependent
- On the calculation of safety stocks when demand is forecasted
- Characterizations of infinite dimensional Gaussian shift experiments
- Application of an adequate statistic to the invariant prediction region
- Likelihood functions based on parameter-dependent functions
- Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach
- Selective inference for latent block models
- Poisson counts, square root transformation and small area estimation
- A synthetic approach to Markov kernels, conditional independence and theorems on sufficient statistics
- On general asymptotically second-order efficient purely sequential fixed-width confidence interval (FWCI) and minimum risk point estimation (MRPE) strategies for a normal mean and optimality
- Second-order asymptotics in a class of purely sequential minimum risk point estimation (MRPE) methodologies
- Asymptotic values and expansions for the correlation between different measures of spread
- The heat equation and Stein's identity: connections, applications
- Stirling's formula for gamma functions, bounds for ratios of gamma functions, beta functions and percentiles of a studentized sample mean: a synthesis with new results
- Analysis of variance tests for exponentiality of two distributions: complete and censored samples
- Testing for equality of means, equality of variances, and equality of covariances under restrictions upon the parameter space
- Bias of the sample Lorenz curve
- Partially complete sufficient statistics are jointly complete
- Indifference-Zone-Free Selection of the Best
- Algunos metodos generales para la construccion de tests parametricos y no parametricos
- On the Nile problem by Sir Ronald Fisher
- The rules of conditional inference: Is there a universal definition of nonformation?
- On regularity for statistical models
- On principles and arguments to likelihood
- Characterizations of probability laws through constant regression
- MULTIMODALITY p**-FORMULA AND CONFIDENCE REGIONS
- Fisher information, sufficiency, and ancillarity: some clarifications
- Characterization of non-commutative free Gaussian variables
- Purely sequential FWCI and MRPE problems for the mean of a normal population by sampling in groups with illustrations using breast cancer data
- Purely sequential estimation problems for the mean of a normal population by sampling in groups under permutations within each group and illustrations
- Minimum risk point estimation for a function of a normal mean under weighted power absolute error loss plus cost: first-order and second-order asymptotics
- Binary response models comparison using the š¼-Chernoff divergence measure and exponential integral functions
- An optimal purely sequential strategy with asymptotic second-order properties: Applications from statistical inference and data analysis
- Lower Bounds for Percentiles of Pivots from a Sample Mean Standardized by S, the GMD, the MAD, or the Range in a Normal Distribution and Miscellany with Data Analysis
- Conditionally unbiased estimation in the normal setting with unknown variances
- Point estimation of the stressāstrength reliability parameter for parallel system with independent and non-identical components
- A new formulation of minimum risk fixed-width confidence interval (MRFWCI) estimation problems for a normal mean with illustrations and simulations: applications to air quality data
- Sequential minimum risk point estimation (MRPE) methodology for a normal mean under Linex loss plus sampling cost: First-order and second-order asymptotics
- A general theory of purely sequential minimum risk point estimation (MRPE) of a function of the mean in a normal distribution
- Characterizations of the Normal and the Gamma distributions
- Optimal weighted estimation versus Cochran-Mantel-Haenszel
- A characterization of the normal distribution
- A Tutorial on the Practical Use and Implication of Complete Sufficient Statistics
- A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters
- A convolution identity and more with illustrations
- Theory of new second-order expansions for the moments of \({100\rho \%}\) accelerated sequential stopping times in normal mean estimation problems when \({0<\rho <1}\) is arbitrary
- Multi-stage minimum risk point estimation strategies for comparing the locations from two negative exponential models and second-order asymptotics: illustrations with simulated data and bone marrow transplant data
- Second-order asymptotics for comparing treatment means from purely sequential estimation strategies under possible outlying observations
- Statistical inference for the partial area under ROC curve for the lower truncated proportional hazard rate models based on progressive Type-II censoring
- Second-order (s.o.) multi-stage fixed-width confidence interval (FWCI) estimation strategies for comparing location parameters from two negative exponential (NE) populations: illustrations with cancer data
- A Unified Framework for Estimation in Lognormal Models
- Replicability of studies following a dual-criterion design
- A Bayesian variation of Basu's theorem and its ramification in statistical inference
- A personal celebration of Dr. D. Basu with emphasis on examples-counterexamples-clarifications
- On sufficiency and ancillarity
- On the maximum likelihood estimators of the parameters in an inverse Gaussian distribution
- Two-stage two-sample negative exponential fixed-width confidence intervals with tables of percentiles for equal and unequal pilot sizes: Illustrations with cancer datasets
- New multistage formulations of minimum risk fixed-size confidence region (MRFSCR) problems for estimating a multivariate normal mean with illustrations, simulations and data analysis
- Optimal relevant subset designs in nonlinear models
- Connections between permutation and t-tests: relevance to adaptive methods
- Practical sequential big data strategies for interval and point estimation problems involving complicated UMVUEs of parametric functions from an exponential family
- On the statistical complexity of sample amplification
- Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models
- Extensions to Basu's theorem, factorizations, and infinite divisibility
- Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes
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