Cited in
(49)- On the information-based measure of covariance complexity and its application to the evaluation of multivariate linear models
- A class of factor analysis estimation procedures with common asymptotic sampling properties
- Discrimination of quantum states under locality constraints in the many-copy setting
- An asymptotically efficient test for the location parameter and the scale parameter of an exponential distribution
- The statistical work of Lucien Le Cam.
- Asymptotic minimax theorems for the sample distribution function
- The formal definition of reference priors
- On large deviations in testing simple hypotheses for locally stationary Gaussian processes
- Entailment with near surety of scaled assertions of high conditional probability
- Adaptive tests in statistical problems with finite nuisance parameter
- Efficient shrinkage in parametric models
- On Stein's lemma in hypotheses testing in general non-asymptotic case
- Cramér's theorem is atypical
- Testing the order of a model
- Improved inference for a boundary parameter
- scientific article; zbMATH DE number 4201373 (Why is no real title available?)
- Limit Distributions of the Minimax of Independent Identically Distributed Random Variables
- Statistical inference on random dot product graphs: a survey
- scientific article; zbMATH DE number 3772816 (Why is no real title available?)
- Binary response models comparison using the 𝛼-Chernoff divergence measure and exponential integral functions
- scientific article; zbMATH DE number 846072 (Why is no real title available?)
- Problemas de optimo que relacionan la informacion de Kullback y el conjunto de riesgos de Neyman-Pearson
- Efficient robust estimates in parametric models
- Superefficiency from the vantage point of computability
- Are Super-efficient Estimators Super-powerful?
- Random rates in anisotropic regression. (With discussion)
- Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
- Estimation in a general mixture of Markov jump processes
- A convergence theorem for discrete probability distributions
- Second-order converses via reverse hypercontractivity
- On minimax robust testing of composite hypotheses on Poisson process intensity
- Akaike's information criterion and recent developments in information complexity
- On minimax detection of Gaussian stochastic sequences and Gaussian stationary signals
- Extended Jackknife Estimates in Linear or Nonlinear Regression
- Limit theorems for eigenvectors of the normalized Laplacian for random graphs
- Über einen ^2-Test, dessen Klassen durch geordnete Stichprobenfunktionen festgelegt werden
- Defect of the Size of Nonrandomized Test and Randomization Effect on Decreasing of the Necessary Sample Size in Testing the Bernoulli Success Probability
- scientific article; zbMATH DE number 6147943 (Why is no real title available?)
- Canonical quantile regression
- A robust optimization approach to experimental design for model discrimination of dynamical systems
- scientific article; zbMATH DE number 3320865 (Why is no real title available?)
- An asymptotically optimal test for the mean and the variance of a normal distribution
- Asymptotically similar criteria
- Information, for testing the equality of two probabilities, from the margins of the \(2 \times 2\) table.
- Bayesian approach to thermostatistics
- General chi-square goodness-of-fit tests with data-dependent cells
- Properties of noncommutative Rényi and Augustin information
- Large-deviation theorems in hypothesis-testing problems
- Cramér asymptotic efficiency in a semiparametric model
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