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)
- 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
- Local asymptotic minimax properties of Pitman estimates
- An infinite dimensional convolution theorem with applications to random censoring and missing data models
- A Cramér-Rao inequality for non-differentiable models
- Efficient estimation in a semiparametric additive regression model with autoregressive errors
- Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
- Divisible statistics
- Estimation of the distribution function of noise in stationary processes
- The Hájek convolution theorem and empirical Bayes estimation: Parametrics, semiparametrics and nonparametrics
- On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling
- Discrimination of Close Hypotheses about the Distribution Tails Using Higher Order Statistics
- On necessary and sufficient conditions for convergence of probability measures in variation
- Limits of translation invariant experiments
- On statistical methods in neuronal spike-train analysis
- A LAN based Neyman smooth test for Pareto distributions
- Asymptotic efficiency of conditional least squares estimators for ARCH models
- Efficiency improvements in inference on stationary and nonstationary fractional time series
- Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes
- Asymptotically uniformly most powerful tests in parametric and semiparametric models
- Smooth preferences and the approximate expected utility hypothesis
- Application of convolution theorems in semiparametric models with non-i. i. d. data
- Asymptotic minimax estimation in semiparametric models
- Optimality and sub-optimality of PCA. I: Spiked random matrix models
- Optimal local Gaussian approximation of an exponential family
- 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
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