scientific article; zbMATH DE number 3124347
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Publication:3239659
zbMATH Open0074.34801MaRDI QIDQ3239659FDOQ3239659
Authors: Charles M. Stein 
Publication date: 1956
Title of this publication is not available (Why is that?)
Cited In (75)
- Empirical Bayes estimation in functional and structural models, and uniformly adaptive estimation of location
- Optimal detection of Fechner-asymmetry
- The semiparametric Bernstein-von Mises theorem
- Conditional empirical likelihood estimation and inference for quantile regression models
- Asymptotic efficiency in semi-parametric models with censoring
- On asymptotic minimaxity of rank tests
- On estimation and adaptive estimation for locally asymptotically normal families
- On efficient estimation of the ordered response model
- Calculating the (local) semiparametric efficiency bounds for the generated regressors problem
- On the inefficiency of propensity score matching
- A characterization of translation-invariant experiments admitting adaptive estimates
- Nonparametric tests for stochastic ordering
- On Asymptotic Minimaxity of Kernel-based Tests
- Semiparametric Stochastic Frontier Estimation via Profile Likelihood
- Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework
- Some developments in semiparametric statistics
- A simplified approach to computing efficiency bounds in semiparametric models
- EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS UNDER GENERAL VOLATILITY DYNAMICS
- Asymptotic theorems for estimating the distribution function under random truncation
- Le Cam optimal tests for symmetry against Ferreira and Steel's general skewed distributions
- Adjustments of the profile likelihood from a new perspective
- A kernel smoothed semiparametric survival model
- Shrinkage for categorical regressors
- On asymptotic minimaxity of Kolmogorov and omega-square tests
- Some efficiency bounds for semiparametric discrete choice models
- Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
- On consistent minimax distinguishability and intermediate efficiency of Cramér--von Mises test
- Efficient estimation in dynamic conditional quantile models
- A random linear functional approach to efficiency bounds
- Linear regression with doubly censored data
- Penalized maximum likelihood and semiparametric second-order efficiency
- MULTI-ARMED BANDITS WITH COVARIATES:THEORY AND APPLICATIONS
- A remark on semiparametric models
- Minimax estimation of a bounded squared mean
- Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations
- Adaptive estimation in symmetric location model under log-concavity constraint
- Adaptive estimation in a random coefficient autoregressive model
- A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations
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- A simple derivation of the efficiency bound for conditional moment restriction models
- Optimal robust influence functions in semiparametric regression
- Editorial: Memorial issue for Charles Stein
- Stein 1956: Efficient nonparametric testing and estimation
- Nonparametric IV estimation of local average treatment effects with covariates
- On distinguishability of two nonparametric sets of hypothesis
- A regression approach for estimating the center of symmetry
- Estimating the integral of a squared regression function with Latin hypercube sampling
- Efficient and adaptive nonparametric test for the two-sample problem
- The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
- Adaptive estimation in time series regression models
- Asymptotic optimality in stochastic optimization
- Efficient estimation in the two-sample semiparametric location-scale models
- Large deviations for empirical probability measures and statistical tests
- Tests against inequality constraints in semiparametric models
- Asymptotically uniformly most powerful tests in parametric and semiparametric models
- A class of optimal tests for symmetry based on local Edgeworth approximations
- Profile empirical likelihood for parametric and semiparametric models
- Parametric embedding of nonparametric inference problems
- Efficient estimation in smooth threshold autoregressive(1) models
- Geometry and applied statistics
- Computing semiparametric efficiency bounds in linear models with nonparametric regressors
- Construction of credible intervals for nonlinear regression models with unknown error distributions
- The right complexity measure in locally private estimation: it is not the Fisher information
- Efficiency bounds for semiparametric models with singular score functions
- Title not available (Why is that?)
- Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise
- Adaptive estimation of causal periodic autoregressive model
- Empirical Bayes Mean Estimation With Nonparametric Errors Via Order Statistic Regression on Replicated Data
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- Toward Computerized Efficient Estimation in Infinite-Dimensional Models
- Is Temporal Difference Learning Optimal? An Instance-Dependent Analysis
- THE ET INTERVIEW: TAKESHI AMEMIYA: Interviewed by James L. Powell
- SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION
- Semiparametric estimation of a functional of the drift coefficient for a non-homogeneous dynamical system with small noise
- SEMIPARAMETRIC EFFICIENCY FOR CENSORED LINEAR REGRESSION MODELS WITH HETEROSKEDASTIC ERRORS
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