scientific article; zbMATH DE number 3826980

MaRDI QIDQ3672893zbMATH OpenFDO

Authors Erich L. Lehmann

Publication date 1983

Cited in

(only showing first 100 items - show all)

Semi-parametric likelihood ratio confidence intervals for various differences of two populations
Relating quantiles and expectiles under weighted-symmetry
Some Characterization Results Based on Factorization of the (Reversed) Hazard Rate Function
Efficient sequential estimation for compound poisson processes
On two-stage shrinkage testtimation
The extended Bregman divergence and parametric estimation
A class of hodges -lehmann type estimators for censored data
Variable selection in joint modelling of the mean and variance for hierarchical data
Testing composite null hypotheses based on S-divergences
Quasi Most Powerful Invariant Goodness‐of‐fit Tests
On empirical Bayes estimation of variance components in random effects model
A family of shrinkage estimators for the square of mean in normal distribution
Marginal median SOM for document organization and retrieval
On the characterization of Pitman measure of nearness
Pointwise improvement of multivariate kernel density estimates.
Semiparametric estimation in the multivariate Liouville model.
Why the variance?
Quality of group decisions
Fisher information in weighted distributions
SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS
On the Consistency of the Maximum Likelihood Estimator Through its Uniform Consistency
Gravitational-wave data analysis. Formalism and sample applications: the Gaussian Case
On the probable maximum loss
On the admissibility of estimators of the zero class in poisson populations
Deficiencies of u-statistics of degree 2 under symmetric distributions
On unbiased estimation of gini index and yntema-pietra index of lognormal distribution and their variances
Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data
Outliers and influential observations in exponential random graph models
A unified approach to minimum variance unbiased estimation of a probability function belonging to an exponential family
Valid post-selection inference in high-dimensional approximately sparse quantile regression models
The logarithmic super divergence and asymptotic inference properties
Nonparametric estimation over shrinking neighborhoods: superefficiency and adaptation
Estimation of the slope in a linear functional relationship
Improving on two-stage estimators for scale families
On the admissibility of the maximum-likelihood estimator of the binomial variance
Combining the data from two normal populations to estimate the mean of one when their means difference is bounded
Estimation of a tail index based on minimum density power divergence
Estimation of the mean of some stationary markov sequences
The philosophical significance of Stein's paradox
On nonparametric estimation of expectation of random variables function under dependent observations
Stochastic global optimization as a filtering problem
Nonparametric tests for mixed Poisson distributions
A note on conditionally unbiased estimation after selection
Jackknifing a Convex Combination of One-SampleU-Statistics
Prediction intervals for the future record values from exponential distribution: comparative study
Optimal convergence properties of kernel density estimators without differentiability conditions
Simultaneous equivariant estimation of the parameters of matrix scale and matrix location-scale models
A Note on the Hodges–Lehmann Estimator and the Logistic Distribution
Trapezoidal approximations of fuzzy numbers
On the mean squared error, the mean absolute error and the like
Note on an improvement in two stage sampling scheme
Fisher information in exponential-weighted location-scale distributions
\(M\)-estimation for location and regression parameters in group models: A case study using Stiefel manifolds
A general framework of online updating variable selection for generalized linear models with streaming datasets
A review of modern multinomial-derived and partition-based record-linkage methods
Some results on parameter estimation in extended growth curve models
Trimmed mean isotonic regression
MAXIMUM LIKELIHOOD ESTIMATION OF PARAMETERS OF THE TRUNCATED CAUCHY DISTRIBUTION
A quadratic approximation for jackknife estimators of the variance of sample mean functions
The distribution of total variation distance, with applications to simultaneous confidence intervals
A von Mises approximation to the small sample distribution of the trimmed mean
Generalized R-estimators under conditional heteroscedasticity
Normal population parameters estimation using moving ranked set sampling: grassland biodiversity application
On a Proper Bayes, but Inadmissible Estimator
The truncated generalized poisson distribution and its estimation
Multivariate estimation of Poisson parameters
Estimateurs efficaces et densités bayésiennes impropres. (Efficient estimators and improper Bayesian densities)
On single versus multiple imputation for a class of stochastic algorithms estimating maximum likelihood
A distribution estimation method based on level crossings
Minimax estimators for the location parameter of a noncentral exponential distribution when the parameter space is bounded
Convergence of posterior odds
Characterization of the Weibull distribution by properties of the Fisher information under type-I censoring
Two kinds of moment ratio diagrams and their applications in hydrology
Percentile estimators for the three-parameter weibull distribution for use when all parameters are unknown
An approximation to the small sample distribution of the trimmed mean for Gaussian mixture models
On the Fisher information in type-I censored and quantal response data
Estimation of the means of the bivariate normal using moving extreme ranked set sampling with concomitant variable
Approximation by B-spline convolution operators. A probabilistic approach
Large sample inference based on multiple observations from nonlinear autoregressive processes
Asymptotic covariance estimation by Gaussian random perturbation
General quadratic distance methods for discrete distributions definable recursively.
Genome-wide association study using truncated likelihood with incomplete information for stratum specific missingness
Robust inference using the exponential-polynomial divergence
Distributed one-step upgraded estimation for non-uniformly and non-randomly distributed data
Best monotone M-estimators
A general formulation for the large-sample behaviour of a class of hypothesis test statistics
Structure identification in panel data analysis
Central limit theorem for a family of reliability measures
A generalization of Poincaré's characterization of exponential families
Correlation in a Bayesian framework
Robust weighted one-way ANOVA: improved approximation and efficiency
Convergence rate of MLE in generalized linear and nonlinear mixed-effects models: Theory and applications
Asymptotic properties of minimum \(S\)-divergence estimator for discrete models
Empirical Bayes analysis for a hierarchical Poisson generalized linear model
Second-order asymptotics for the number of times an estimator is more than \(\varepsilon\) from its target value
Estimation of tie distribution function of a location-scale family
Admissible and minimax estimators of \(\lambda ^ r\) in the gamma distribution with truncated parameter space
Matrix algebraic properties of the Fisher information matrix of stationary processes
Asymptotic properties of maximum likelihood estimation in the mixed analysis of variance model
Reliable estimation via simulation

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