scientific article; zbMATH DE number 3169867

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Asymptotically efficient two-sample rank tests for modal directions on spheres
Optimal local Gaussian approximation of an exponential family
Limits of translation invariant experiments
Efficient estimation in some missing data problems
An asymptotic derivation of Neyman's \(C(\alpha)\) test
Asymptotic properties of Rao's test for testing hypotheses in discrete parameter stochastic processes
Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes
Asymptotic expansion of the log-likelihood function based on stopping times defined on a Markov process
Local asymptotic normality for progressively censored likelihood ratio statistics and applications
Estimation of the distribution function of noise in stationary processes
Estimation of open dwell time and problems of identifiability in channel experiments
Some specific contiguous alternatives to the normal error assumption in linear models
On statistical methods in neuronal spike-train analysis
Asymptotically most powerful rank tests for multivariate randomness against serial dependence
Estimation in two sample type II censoring models
The Chibisov-O'Reilly theorem for empirical processes under contiguous measures
Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives
Large sample inference for conditional exponential families with applications to nonlinear time series
On adaptive estimation in nonstationary ARMA models with GARCH errors
R-estimation in autoregression with square-integrable score function
Nonparametric specification testing via the trinity of tests
Semiparametric efficient adaptive estimation of the GJR-GARCH model
Aligned rank statistics for repeated measurement models with orthonormal design, employing a Chernoff-Savage approach
Maximum empirical likelihood estimation and related topics
Optimality and sub-optimality of PCA. I: Spiked random matrix models
Asymptotic optimal inference for a class of nonlinear time series models
Local asymptotic normality for autoregression with infinite order
Asymptotically uniformly most powerful tests in parametric and semiparametric models
Smooth preferences and the approximate expected utility hypothesis
Asymptotically similar criteria
Efficient estimation in a semiparametric additive regression model with autoregressive errors
Strong identifiability and optimal minimax rates for finite mixture estimation
Stein 1956: Efficient nonparametric testing and estimation
Asymptotic properties of likelihood ratio statistics in competing risks model under interval random censoring
Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models
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
Robust active learning with binary responses
Quasi-likelihood analysis and its applications
LAMN property for multivariate inhomogeneous diffusions with discrete observations
Noncommutative Lebesgue decomposition and contiguity with applications in quantum statistics
Statistical limits of spiked tensor models
Bounds for the asymptotic distribution of the likelihood ratio
Adaptive penalized weighted least absolute deviations estimation for the accelerated failure time model
Performance guarantees for policy learning
Convergence of linear functionals of the Grenander estimator under misspecification
Inference for 2-D GARCH models
LAN property for stochastic differential equations with additive fractional noise and continuous time observation
Parametric embedding of nonparametric inference problems
Efficient estimation in smooth threshold autoregressive(1) models
On Hodges' superefficiency and merits of oracle property in model selection
Efficiency combined with simplicity: new testing procedures for generalized inverse Gaussian models
Asymptotic properties of maximum likelihood estimators with sample size recalculation
Asymptotic efficiency of conditional least squares estimators for ARCH models
Asymptotic normality
Empirical study of a non-Markovian epidemic model
Efficiency improvements in inference on stationary and nonstationary fractional time series
An infinite dimensional convolution theorem with applications to random censoring and missing data models
Frequentist validity of Bayesian limits
Approximation of the likelihood ratio statistics in the model of competing risks under random censoring from the right
Maximum likelihood estimation for Wishart processes
Empirical phi-divergence test statistics for testing simple and composite null hypotheses
Asymptotic power of sphericity tests for high-dimensional data
On estimation and adaptive estimation for locally asymptotically normal families
Local asymptotic minimax properties of Pitman estimates
On the asymptotic behavior of mixtures of poisson distributions
\(U\)-statistic with side information
Asymptotic optimality of estimating function estimator for CHARN model
A Cramér-Rao inequality for non-differentiable models
Estimating the error distribution in a single-index model
Limiting experiments and asymptotic bounds on the performance of sequence of estimators
Discrimination of close hypotheses about the distribution tails using higher order statistics
Factorizing the information contained in an experiment, conditionally on the observed value of a statistic
Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
Efficient estimation in (PINAR(1)) model: semiparametric case
Local asymptotic normality for a periodically time varying long memory parameter
Efficient estimation in periodic INAR(1) model: parametric case
Asymptotic analysis of singular likelihood ratio of normal mixture by Bayesian learning theory for testing homogeneity
Adaptive test for periodicity in restrictive EXPAR(p) models
Likelihood Ratio Processes under Nonstandard Settings
Local asymptotic normality for Student-Lévy processes under high-frequency sampling
Some applications of the asymptotic distribution of likelihood functions to the asymptotic efficiency of estimates
Asymptotic normality under contiguity in a dependence case
On optimal asymptotic tests of composite hypotheses with several constraints
scientific article; zbMATH DE number 3354412 (Why is no real title available?)
scientific article; zbMATH DE number 7325156 (Why is no real title available?)
One-Step Estimation with Scaled Proximal Methods
Application of convolution theorems in semiparametric models with non-i. i. d. data
The Hájek convolution theorem and empirical Bayes estimation: Parametrics, semiparametrics and nonparametrics
On asymptotic differentiability of averages.
Rao's score, Neyman's C() and Silvey's LM tests: an essay on historical developments and some new results
The contiguity of probability measures and asymptotic inference in continuous time stationary diffusions and Gaussian processes with known covariance
LAN, LAM and convergence of iterative ML estimates; optimal design in Gaussian one-way mixed model
Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one
Some impossibility results for inference with cluster dependence with large clusters
LAMN property for jump diffusion processes with discrete observations on a fixed time interval
Locally robust inference for non-Gaussian linear simultaneous equations models
Approximate Bayesian computation using asymptotically normal point estimates
Contiguity under high-dimensional Gaussianity with applications to covariance testing
Locally asymptotically efficient estimation for parametric PINAR(p) models

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