scientific article; zbMATH DE number 3826980
zbMATH Open0522.62020MaRDI QIDQ3672893FDOQ3672893
Authors: Erich L. Lehmann
Publication date: 1983
Title of this publication is not available (Why is that?)
shrinkage estimatorsM-estimatorsunbiased estimatorsexercisesglobal propertiesL-estimatorsexamplesPitman estimatorsrisk-unbiasednessminimum risk equivariant procedures
Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Nonparametric estimation (62G05) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Admissibility in statistical decision theory (62C15)
Cited In (only showing first 100 items - show all)
- Estimation of linear models with nequal restrictions
- Tests of Coefficients of Variation of Normal Population
- A general semiparametric model for left-truncated and right-censored data
- Estimation of regional transition probabilities for spatial dynamic microsimulations from survey data lacking in regional detail
- On energy tests of normality
- On a new interpretation of the sample variance
- On sharp Jensen's inequality and some unusual applications
- Modified inference about the mean of the exponential distribution using moving extreme ranked set sampling
- On selecting the best of k lognormal distributions
- Minimum disparity inference and the empty cell penalty: asymptotic results
- Estimating the number of neurons in multi-neuronal spike trains
- Locally adaptive hazard smoothing
- Minimax estimation under convex loss when the parameter interval is bounded
- An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes
- Valid post-selection inference in high-dimensional approximately sparse quantile regression models
- Nonparametric estimation over shrinking neighborhoods: superefficiency and adaptation
- Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data
- Prediction intervals for the future record values from exponential distribution: comparative study
- Estimation of the means of the bivariate normal using moving extreme ranked set sampling with concomitant variable
- Second-order asymptotics for the number of times an estimator is more than \(\varepsilon\) from its target value
- An alernative test for normality based on normalized spacings
- M-estimates of the spatial autoregression coefficients
- On prediction and mean squared error
- Improvements in the small sample efficiency of the minimum S-divergence estimators under discrete models
- Variable-sampling plans based on lifetime-performance index under exponential distribution with censoring and its extensions
- The admissibility of the maximum likelihood estimator for decomposable log-linear interaction models for contingency tables
- Estimation of the mean of the exponential distribution using moving extremes ranked set sampling
- The Improved Estimation of σ in Quality Control, Revisited
- Sequential Fixed-Width Confidence Bounds for some Subset of parameters
- A Note on Minimum Variance Unbiased Estimation
- Qualitative robustness of set-valued value-at-risk
- Functional calculus and asymptotic theory for statistical analysis
- Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects
- Minimum disparity estimation based on combined disparities: asymptotic results
- Estimation of parameters under a random censorship model
- Minimax estimation of a bounded normal mean vector
- Efficient nonparametric estimation of a distribution function.
- On an admissibility problem involving the moment generating function of the lognormal distribution
- Effect of the initial estimator on the asymptotic behavior of one-step M- estimator
- Uniformly minimum variance unbiased estimation for symmetric normal distributions
- A generalized Sibuya distribution
- Asymptotics of Bayesian median loss estimation
- Generalized linear modeling methods for selection component experiments
- Improved estimation for a model arising in reliability and competing risks
- How to optimize discrete-event systems from a single sample path by the score function method
- Modified importance sampling for performance evaluation and sensitivity analysis of computer simulation models
- Title not available (Why is that?)
- Concentration inequalities for multivariate distributions. I: Multivariate normal distributions
- Measuring the relative effectiveness of moment estimators as starting values in maximizing likelihoods
- The score function approach for sensitivity analysis of computer simulation models
- An asymptotic derivation of Neyman's \(C(\alpha)\) test
- Estimation under invariant distributions
- Sensitivity analysis and the ``what if problem in simulation analysis
- Breakdown theory for bootstrap quantiles
- On convergence of derivatives of Voronovskaja-type expansion for Bernstein type operators
- A note on bias reduction of maximum likelihood estimates for the scalar skew \(t\) distribution
- Existence conditions for the uniformly minimum risk unbiased estimators in a class of linear models
- ESTIMATION FOR THE FIRST-ORDER DIAGONAL BILINEAR TIME SERIES MODEL
- Estimation of the shape and scale parameters of Pareto distribution using ranked set sampling
- U-estimability under sequential binomial sampling
- Pitman estimation on \({\mathbb{R}}^ k\)
- Admissible estimation of linear functions of characteristic values of a finite population
- Paramatric estimation of reliability from incomplete and doublecensored data
- A tampered Brownian motion process model for partial step-stress accelerated life testing
- Minimax confidence bound of the normal mean under an asymmetric loss function
- The dependence of uncorrelated statistics
- Statistical inference based on latent ability estimates
- Bootstrap choice of tuning parameters
- A model selection criterion based on the BHHJ measure of divergence
- Nonparametric estimation of the risk premium in case of the standard deviation principle
- On estimating the mean function of a Gaussian process
- Approximate and estimated saddlepoint approximations
- Testing composite hypothesis based on the density power divergence
- On some data oriented robust estimation procedures for means
- Multiple intersection exponents for planar Brownian motion
- On the Consistency of the Maximum Likelihood Estimator Through its Uniform Consistency
- \(M\)-estimation for location and regression parameters in group models: A case study using Stiefel manifolds
- Simultaneous equivariant estimation of the parameters of matrix scale and matrix location-scale models
- Characterization of the Weibull distribution by properties of the Fisher information under type-I censoring
- Approximation by \(B\)-spline convolution operators. A probabilistic approach
- Large sample inference based on multiple observations from nonlinear autoregressive processes
- Estimation of tie distribution function of a location-scale family
- Multivariate geometric expectiles
- A generalization of Poincaré's characterization of exponential families
- Empirical Bayes analysis for a hierarchical Poisson generalized linear model
- Robust weighted one-way ANOVA: improved approximation and efficiency
- Parameter estimation in semi-linear models using a maximal invariant likelihood function
- Interval Mapping for Quantitative Trait Loci Detection in Finite Mixture Models with General Kernel Functions
- Bootstrap goodness-of-fit test for the beta-binomial model
- Incorporating lag order selection uncertainty in parameter inference for AR models
- A generalized binomial distribution determined by a two-state Markov chain and a distribution by the Bayesian approach
- Deux méthodes d'estimation pour les paramètres de processus moyenne mobile spatiaux
- On the strong uniform consistency of a new kernel density estimator
- Component risk in multiparameter estimation
- Empirical Bayes estimation and its superiority for two-way classification model.
- Gravitational-wave data analysis. Formalism and sample applications: the Gaussian Case
- Approximate evaluations of characteristic polynomials of Boolean functions
- Characterization of an optimal matrix estimator under convex loss function
- Worst-case estimation for econometric models with unobservable components
- Estimation of the Entropy Rate of a Countable Markov Chain
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3672893)