Large-Sample Theory: Parametric Case

Cited in

(49)

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

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