scientific article; zbMATH DE number 3169867
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Publication:3288488
zbMATH Open0104.12701MaRDI QIDQ3288488FDOQ3288488
Publication date: 1960
Title of this publication is not available (Why is that?)
Cited In (only showing first 100 items - show all)
- Parametric embedding of nonparametric inference problems
- Efficient estimation in smooth threshold autoregressive(1) models
- Factorizing the information contained in an experiment, conditionally on the observed value of a statistic
- Approximate Bayesian computation using asymptotically normal point estimates
- Contiguity under high-dimensional Gaussianity with applications to covariance testing
- Notes on computational hardness of hypothesis testing: predictions using the low-degree likelihood ratio
- Testing goodness-of-fit and conditional independence with approximate co-sufficient sampling
- On several local asymptotic properties for fractional autoregressive models with strong mixing noises
- Asymptotic analysis of singular likelihood ratio of normal mixture by Bayesian learning theory for testing homogeneity
- Locally robust inference for non-Gaussian SVAR models
- Title not available (Why is that?)
- Estimating the Error Distribution in a Single-Index Model
- On Hodges' superefficiency and merits of oracle property in model selection
- Estimation in two sample type II censoring models
- Locally asymptotically efficient estimation for parametric PINAR(p) models
- Performance guarantees for policy learning
- Robust active learning with binary responses
- One-Step Estimation with Scaled Proximal Methods
- Efficiency combined with simplicity: new testing procedures for generalized inverse Gaussian models
- Likelihood Ratio Processes under Nonstandard Settings
- Title not available (Why is that?)
- Efficient estimation in semiparametric self-exciting threshold INAR processes
- Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one
- Frequentist validity of Bayesian limits
- Aligned rank statistics for repeated measurement models with orthonormal design, employing a Chernoff-Savage approach
- Inference for 2-D GARCH models
- Large sample inference for conditional exponential families with applications to nonlinear time series
- Local asymptotic normality for a periodically time varying long memory parameter
- Adaptive test for periodicity in restrictive EXPAR(p) models
- Estimation for the reaction term in semi-linear SPDEs under small diffusivity
- Optimal nonparametric range-based volatility estimation
- Combining multiple imputation with raking of weights: an efficient and robust approach in the setting of nearly true models
- The Chibisov-O'Reilly theorem for empirical processes under contiguous measures
- LAN, LAM and convergence of iterative ML estimates; optimal design in Gaussian one-way mixed model
- LAMN property for multivariate inhomogeneous diffusions with discrete observations
- Empirical phi-divergence test statistics for testing simple and composite null hypotheses
- Bounds for the asymptotic distribution of the likelihood ratio
- Stein 1956: Efficient nonparametric testing and estimation
- On the asymptotic behavior of mixtures of poisson distributions
- LAN property for stochastic differential equations with additive fractional noise and continuous time observation
- Noncommutative Lebesgue decomposition and contiguity with applications in quantum statistics
- Efficient estimation in periodic INAR(1) model: parametric case
- Maximum empirical likelihood estimation and related topics
- Efficiency in local differential privacy
- Asymptotic properties of maximum likelihood estimators with sample size recalculation
- Approximation of the likelihood ratio statistics in the model of competing risks under random censoring from the right
- LAMN property for jump diffusion processes with discrete observations on a fixed time interval
- Efficient estimation in (PINAR(1)) model: semiparametric case
- Estimation of open dwell time and problems of identifiability in channel experiments
- Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models
- Some specific contiguous alternatives to the normal error assumption in linear models
- Nonparametric specification testing via the trinity of tests
- Adaptive penalized weighted least absolute deviations estimation for the accelerated failure time model
- Asymptotically similar criteria
- Locally robust inference for non-Gaussian linear simultaneous equations models
- Empirical study of a non-Markovian epidemic model
- Contiguity and irreconcilable nonstandard asymptotics of statistical tests
- Statistical limits of spiked tensor models
- Convergence of linear functionals of the Grenander estimator under misspecification
- Some impossibility results for inference with cluster dependence with large clusters
- Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors
- Efficient estimation in some missing data problems
- Semiparametric efficient adaptive estimation of the GJR-GARCH model
- On estimation and adaptive estimation for locally asymptotically normal families
- Quadratic semiparametric von Mises calculus
- Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives
- On optimal asymptotic tests of composite hypotheses with several constraints
- Asymptotic properties of Rao's test for testing hypotheses in discrete parameter stochastic processes
- Asymptotic power of sphericity tests for high-dimensional data
- Local asymptotic normality for progressively censored likelihood ratio statistics and applications
- Parametric estimation. Finite sample theory
- Some developments in semiparametric statistics
- Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results
- Strong identifiability and optimal minimax rates for finite mixture estimation
- Some applications of the asymptotic distribution of likelihood functions to the asymptotic efficiency of estimates
- On the consistency of the maximum likelihood estimator for the three parameter lognormal distribution
- Quasi-likelihood analysis and its applications
- Asymptotically most powerful rank tests for multivariate randomness against serial dependence
- The convolution theorem for estimating linear functionals in indirect nonparametric regression models
- Asymptotic normality
- Locally best rotation-invariant rank tests for modal location
- Limiting Experiments and Asymptotic Bounds on the Performance of Sequence of Estimators
- Asymptotically efficient two-sample rank tests for modal directions on spheres
- The contiguity of probability measures and asymptotic inference in continuous time stationary diffusions and Gaussian processes with known covariance
- Asymptotic optimal inference for a class of nonlinear time series models
- Asymptotic optimality of estimating function estimator for CHARN model
- Asymptotic properties of likelihood ratio statistics in competing risks model under interval random censoring
- On adaptive estimation in nonstationary ARMA models with GARCH errors
- Local asymptotic normality for autoregression with infinite order
- Asymptotic normality under contiguity in a dependence case
- Weighted least squares estimators in possibly misspecified nonlinear regression
- Maximum likelihood estimation for Wishart processes
- Asymptotic expansion of the log-likelihood function based on stopping times defined on a Markov process
- \(U\)-statistic with side information
- R-estimation in autoregression with square-integrable score function
- On asymptotic differentiability of averages.
- Asymptotic properties of the likelihood ratio of independent observations
- Local asymptotic normality for Student-Lévy processes under high-frequency sampling
- Efficient inference about the tail weight in multivariate Student \(t\) distributions
- An asymptotic derivation of Neyman's \(C(\alpha)\) test
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