Large-Sample Theory: Parametric Case

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
An asymptotically efficient test for the location parameter and the scale parameter of an exponential distribution
Asymptotic minimax theorems for the sample distribution function
The statistical work of Lucien Le Cam.
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
Cramér’s Theorem is Atypical
Adaptive tests in statistical problems with finite nuisance parameter
On Stein's lemma in hypotheses testing in general non-asymptotic case
Efficient shrinkage in parametric models
Improved inference for a boundary parameter
Testing the order of a model
Title not available (Why is that?)
Limit Distributions of the Minimax of Independent Identically Distributed Random Variables
Statistical inference on random dot product graphs: a survey
Title not available (Why is that?)
Binary response models comparison using the 𝛼-Chernoff divergence measure and exponential integral functions
Title not available (Why is that?)
Problemas de optimo que relacionan la informacion de Kullback y el conjunto de riesgos de Neyman-Pearson
Efficient robust estimates in parametric models
Are Super-efficient Estimators Super-powerful?
Superefficiency from the vantage point of computability
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
On minimax robust testing of composite hypotheses on Poisson process intensity
Akaike's information criterion and recent developments in information complexity
A convergence theorem for discrete probability distributions
Second-order converses via reverse hypercontractivity
On minimax detection of Gaussian stochastic sequences and Gaussian stationary signals
Extended Jackknife Estimates in Linear or Nonlinear Regression
Title not available (Why is that?)
Limit theorems for eigenvectors of the normalized Laplacian for random graphs
Defect of the Size of Nonrandomized Test and Randomization Effect on Decreasing of the Necessary Sample Size in Testing the Bernoulli Success Probability
Über einen \(\chi^2\)-Test, dessen Klassen durch geordnete Stichprobenfunktionen festgelegt werden
Canonical quantile regression
Cramér Asymptotic Efficiency in a Semiparametric Model
Title not available (Why is that?)
A robust optimization approach to experimental design for model discrimination of dynamical systems
An asymptotically optimal test for the mean and the variance of a normal distribution
Asymptotically similar criteria
General chi-square goodness-of-fit tests with data-dependent cells
Information, for testing the equality of two probabilities, from the margins of the \(2 \times 2\) table.
Properties of noncommutative Rényi and Augustin information
Bayesian approach to thermostatistics
Large-deviation theorems in hypothesis-testing problems
Discrimination of quantum states under locality constraints in the many-copy setting

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