zbMath0522.62020MaRDI QIDQ3672893
E. L. Lehmann
Publication date: 1983
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
A general framework of online updating variable selection for generalized linear models with streaming datasets,
An optimal purely sequential strategy with asymptotic second-order properties: Applications from statistical inference and data analysis,
Some Characterization Results Based on Factorization of the (Reversed) Hazard Rate Function,
Power-normal distribution,
Unnamed Item,
Asymptotic properties of one-step M-estimators,
Quasi Most Powerful Invariant Goodness‐of‐fit Tests,
Linear algebra and multivariate analysis in statistics: development and interconnections in the twentieth century,
The extended Bregman divergence and parametric estimation,
An adaptive estimator of location based on the t-family,
Some inadmissibility results for estimating ordered uniform scale parameters,
A comparison of quantile estimators,
Exact inference for the parameters of absolutely continuous trivariate exponential location–scale model,
Sharp lower bound for regression with measurement errors and its implication for ill-posedness of functional regression,
Conditional Estimation in Two-Stage Adaptive Designs,
Minimax estimation of a lower‐bounded scale parameter of a gamma distribution for scale‐invariant squared‐error loss,
A historical overview of textbook presentations of statistical science,
Maximum likelihood estimation for the exponential power function parameters,
Log-extended exponential-geometric parameters estimation using simple random sampling and moving extremes ranked set sampling,
Monte carlo estimation for guaranteed-coverage non-normal tolerance intervals,
Stochastic adaptive selection of weights in the simulated tempering algorithm,
Parameter Identifiability in Statistical Machine Learning: A Review,
A simple test of symmetry about an unknown median,
Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution,
On testing exponentiality against IFRA alternatives,
A general estimation method using spacings,
A tampered Brownian motion process model for partial step-stress accelerated life testing,
Confidence Bounds and Hypothesis Tests for Normal Distribution Coefficients of Variation,
Jackknifing a Convex Combination of One-SampleU-Statistics,
EFFICIENT NON‐PARAMETRIC ESTIMATION OF THE SPECTRAL DENSITY IN THE PRESENCE OF MISSING OBSERVATIONS,
A general semiparametric model for left-truncated and right-censored data,
Central Limit Theorem for a Family of Reliability Measures,
A stochastic model to analyse risk factors for emesis in multi-cycle chemotherapies,
Incorporating lag order selection uncertainty in parameter inference for AR models,
A statistical method for tuning a computer code to a data base.,
Paramatric estimation of reliability from incomplete and doublecensored data,
Estimating the probability of correct selection,
An Overview of Asymptotic Properties of Estimators in Truncated Distributions,
Estimation of the Entropy Rate of a Countable Markov Chain,
Nonlinear time series contiguous to \(AR(1)\) processes and a related efficient test for linearity,
Truncated quasi-score function in the 1-dependent and stationary case,
A nonstandard \(\chi^2\)-test with application to generalized linear model diagnostics,
Multiple roots of estimating functions,
Approximating bayesian inference by weighted likelihood,
Pseudo‐likelihood estimation in ARCH models,
Gravitational-wave data analysis. Formalism and sample applications: the Gaussian Case,
A comparison of some two-sample tests with interval censored data,
Approximate evaluations of characteristic polynomials of Boolean functions,
SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS,
A Note on the Hodges–Lehmann Estimator and the Logistic Distribution,
Gravitational-wave data analysis. Formalism and sample applications: the Gaussian Case,
Approximation of prior estimation games with threshold loss functions by matrix games,
Minimax theory of nonparametric hazard rate estimation: efficiency and adaptation,
Asymptotically uniformly distributed priors and bayes estimators in mixed models,
Interval Mapping for Quantitative Trait Loci Detection in Finite Mixture Models with General Kernel Functions,
Improvements in the small sample efficiency of the minimum S-divergence estimators under discrete models,
Neural network embedding of the over-dispersed Poisson reserving model,
Estimation of the reciprocal of the mean of the Inverse Gaussian distribution with prior information,
On the confidence intervals of parametric functions for Distributions Generated by Symmetric Stable Laws,
Asymptotic properties of maximum likelihood estimator for some discrete distributions generated by,
Variable selection in joint modelling of the mean and variance for hierarchical data,
Author's Response,
Unnamed Item,
An algorithm for conditional multidimensional parameter identification with asymmetric and correlated losses of under- and overestimations,
Kernel density estimation for heavy-tailed distributions using the champernowne transformation,
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models,
Distribution-Free Quality Control Charts Based on Signed-Rank-Like Statistics,
The Improved Estimation of σ in Quality Control, Revisited,
Estimation of an Exponential Distribution,
Bias reduction for nonparametric correlation coefficients under the bivariate normal copula assumption with known detection limits,
Invariant tests based onM-estimators, estimating functions, and the generalized method of moments,
On the locations of maxima and minima in a sequence of exchangeable random variables,
On a Proper Bayes, but Inadmissible Estimator,
Binary Time Series Models in Change Point Detection Tests,
Robustness of the Simultaneous Estimators of Location and Scale From Approximating a Histogram by a Normal Density Curve,
Influence analysis of robust Wald-type tests,
Testing composite null hypotheses based on \(S\)-divergences,
Estimation of regional transition probabilities for spatial dynamic microsimulations from survey data lacking in regional detail,
On energy tests of normality,
A von Mises approximation to the small sample distribution of the trimmed mean,
Generalized R-estimators under conditional heteroscedasticity,
Quadratic estimators of quadratic functions of normal parameters,
Some estimation theory on the sphere,
Component risk in multiparameter estimation,
Admissible and minimax estimators of \(\lambda ^ r\) in the gamma distribution with truncated parameter space,
Structure identification in panel data analysis,
Minimaxity and nonminimaxity of a preliminary test estimator for the multivariate normal mean,
Matrix algebraic properties of the Fisher information matrix of stationary processes,
The score function approach for sensitivity analysis of computer simulation models,
Modified inference about the mean of the exponential distribution using moving extreme ranked set sampling,
Multiple intersection exponents for planar Brownian motion,
Scalar multiples of admissible linear estimators,
Simultaneous equivariant estimation of the parameters of matrix scale and matrix location-scale models,
Equivariant estimation of a mean vector \(\mu\) of N(\(\mu\) ,\(\Sigma\) ) with \(\mu '\Sigma ^{-1}\mu =1\) or \(\Sigma ^{-}\mu =c\) or \(\Sigma =\sigma\) 2\(\mu\) '\(\mu\) I,
Regression calibration for logistic regression with multiple surrogates for one exposure,
Robust weighted one-way ANOVA: improved approximation and efficiency,
An asymptotic derivation of Neyman's \(C(\alpha)\) test,
Statistical inference for G/M/1 queueing system,
Estimation of the slope in a linear functional relationship,
An admissible estimator for the \(r\)th power of a bounded scale parameter in a subclass of the exponential family under entropy loss function,
Finite model order accuracy in Hammerstein model estimation,
Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data,
On the conic section fitting problem,
Percentile estimators in location-scale parameter families under absolute loss,
Minimum disparity estimation based on combined disparities: asymptotic results,
Estimation of the means of the bivariate normal using moving extreme ranked set sampling with concomitant variable,
Retrospective change detection for binary time series models,
Maximum likelihood estimators uniformly minimize distribution variance among distribution unbiased estimators in exponential families,
\(\ell_{1}\)-penalization for mixture regression models,
Model selection and estimation in the matrix normal graphical model,
Asymptotic properties of maximum likelihood estimators for a generalized Pareto-type distribution,
Superefficiency from the vantage point of computability,
An efficient test allocation for software reliability estimation,
Stochastic global optimization as a filtering problem,
Bias reduction for endpoint estimation,
A note on bias reduction of maximum likelihood estimates for the scalar skew \(t\) distribution,
Minimax estimation of a bounded normal mean vector,
Boundedly complete families which are not complete,
The factoring likelihood method for non-monotone missing data,
Admissible estimators of binomial probability and the inverse Bayes rule map,
An application of Cheng's lemma for minimizing the asymptotic variance of best asymptotically normal estimators based on sample quantiles,
Maximum likelihood estimation for noncausal autoregressive processes,
Locally dependent latent trait model and the Dutch identity revisited,
Pseudo-likelihood equations for Potts model on higher-order neighborhood systems: a quantitative approach for parameter estimation in image analysis,
Merit of amplification by weak measurement in view of measurement uncertainty,
Statistical approach in search for optimal signal in simple olfactory neuronal models,
The asymptotic posterior normality of the latent trait for polytomous IRT models,
Statistical inference based on latent ability estimates,
Interval estimation of the population mean under model uncertainty: Robust versus empirical statistics,
Asymptotic posterior normality for multiparameter problems,
On nonparametric estimation of the mathematical expectation of a function of random variables with identical distributions,
Restricted methods in symmetrical linear regression models,
Estimation of a tail index based on minimum density power divergence,
A model selection criterion based on the BHHJ measure of divergence,
On some predictors of times to failure of censored items in progressively censored samples,
Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints,
Optimal estimation under nonstandard conditions,
Asymptotic formula for a partition function of reversible coagulation-fragmentation processes,
Semi-empirical pseudo-likelihood for estimating equations in the presence of missing responses,
Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality,
Bayesian estimation of the parameter of Maxwell distribution under different loss functions,
Minimum disparity inference and the empty cell penalty: asymptotic results,
Estimating the number of neurons in multi-neuronal spike trains,
Statistical results for system identification based on quantized observations,
Modeling social networks from sampled data,
Bayesian system identification via Markov chain Monte Carlo techniques,
On selecting the best of k lognormal distributions,
Asymptotics of Bayesian median loss estimation,
Sensor analytics: Radioactive gas concentration estimation and error propagation,
Parameter estimation in semi-linear models using a maximal invariant likelihood function,
A comparison of robust estimators based on two types of trimming,
On an admissibility problem involving the moment generating function of the lognormal distribution,
Asymptotic properties of minimum \(S\)-divergence estimator for discrete models,
Effect of the initial estimator on the asymptotic behavior of one-step M- estimator,
Uniformly minimum variance unbiased estimation for symmetric normal distributions,
Generalized linear modeling methods for selection component experiments,
Improved estimation for a model arising in reliability and competing risks,
Extending the scope of empirical likelihood,
How to optimize discrete-event systems from a single sample path by the score function method,
Worst-case estimation for econometric models with unobservable components,
Weighted empirical likelihood estimates and their robustness properties,
Inference for multivariate normal mixtures,
Bootstrap choice of tuning parameters,
Modified importance sampling for performance evaluation and sensitivity analysis of computer simulation models,
Identifiability and equivalence of GLLIRM models,
Semi-empirical likelihood confidence intervals for the differences of quantiles with missing data,
Generalized linear models and transformations for unreplicated factorial experiments in the presence of dispersion effects,
On a robust and efficient maximum depth estimator,
Some contributions to efficient statistics in structural models: Specification and estimation of moment structures,
Strong unimodality and scale mixtures,
U-estimability under sequential binomial sampling,
Pitman estimation on \({\mathbb{R}}^ k\),
Bayes and minimax prediction in finite populations,
Minimaxity of a preliminary test estimator for the mean of normal distribution,
Minimax confidence bound of the normal mean under an asymmetric loss function,
Large sample inference for conditional exponential families with applications to nonlinear time series,
Simultaneous equivariant estimation for location-scale models,
Jeffreys' prior is asymptotically least favorable under entropy risk,
Bounds on asymptotic relative efficiencies of robust estimates of locations for contaminations by scale mixtures,
Minimax risk over \(l_ p\)-balls for \(l_ q\)-error,
The estimation of prior from Fisher information,
Minimax estimation of a variance,
Semi-empirical likelihood ratio confidence intervals for the difference of two sample means,
Trimmed mean or sample median?,
An information theoretic argument for the validity of the exponential model,
Estimating lognormal hazard function,
The dependence of uncorrelated statistics,
A note on conditionally unbiased estimation after selection,
On the variance of the trimmed mean,
Metric inference for social networks,
A relative weighting method for estimating parameters and variances in multiple data sets,
Using specially designed exponential families for density estimation,
A constrained risk inequality with applications to nonparametric functional estimation,
On the efficiency of multivariate spatial sign and rank tests,
Measuring the relative effectiveness of moment estimators as starting values in maximizing likelihoods,
Admissible estimation for finite population under the Linex loss function,
Simultaneous estimation in a restricted linear model,
Admissible estimation of linear functions of characteristic values of a finite population,
An invariance property of common statistical tests,
A generalized binomial distribution determined by a two-state Markov chain and a distribution by the Bayesian approach,
A generalization of Poincaré's characterization of exponential families,
Local likelihood and local partial likelihood in hazard regression,
Estimateurs efficaces et densités bayésiennes impropres. (Efficient estimators and improper Bayesian densities),
Improving on two-stage estimators for scale families,
Estimation under invariant distributions,
Unbiased estimation for a multivariate exponential whose components have a common shift,
Estimation procedures for a family of density functions representing various life-testing models,
Optimal equivariant estimator with respect to convex loss function,
Minimax estimators for the location parameter of a noncentral exponential distribution when the parameter space is bounded,
Two stage conditionally unbiased estimators of the selected mean,
Locally adaptive hazard smoothing,
Sensitivity analysis and the ``what if problem in simulation analysis, Semi-parametric likelihood ratio confidence intervals for various differences of two populations, Estimation of unobserved counts from partially observed multinomial distributions, Estimation of parameters of exponential distribution in the truncated space using asymmetric loss function, Convergence of posterior odds, On equivariant estimation of the location of elliptical distributions under Pitman closeness criterion, Superefficiency in nonparametric function estimation, Simultaneous equivariant estimation of the parameters of linear models, Statistical inference for geometric processes with lognormal distribution., A general framework for predicting returns from multiple currency investments, On the sampling interpretation of confidence intervals and hypothesis tests in the context of conditional maximum likelihood estimation, A note on universal admissibility of scale parameter estimators, Generalized method of Pao-Zhuan Yin-Yu, Order flow and the bid-ask spread: an empirical probability model of screen-based trading, General quadratic distance methods for discrete distributions definable recursively., Asymptotic properties of maximum weighted likelihood estimators., Combining the data from two normal populations to estimate the mean of one when their means difference is bounded, Existence conditions for the uniformly minimum risk unbiased estimators in a class of linear models, A nonparametric Cramér-Rao inequality for estimators of statistical functionals., Empirical Bayes estimation and its superiority for two-way classification model., Estimation of a bivariate symmetric distribution function., On single versus multiple imputation for a class of stochastic algorithms estimating maximum likelihood, Local polynomial maximum likelihood estimation for Pareto-type distributions., Verifiability and strong verifiability, A simple motivation for James-Stein estimators, Statistical inference using maximum likelihood estimation and the generalized likelihood ratio when the true parameter is on the boundary of the parameter space, Concentration inequalities for multivariate distributions. I: Multivariate normal distributions, The bootstrapped maximum likelihood estimator with an application, Minimax estimation under convex loss when the parameter interval is bounded, Some applications of Anderson's inequality to some optimality criteria of the generalized least squares estimator, Linear estimators of a location parameter and canonical parameter estimators for a Poisson distribution, On the completeness of a family of conditional distributions, Nonlinear models, rescaling and test invariance, Estimation of a parameter using Pitman nearness criterion, A note on the estimation of \(L^ p\)-norms, Empirical Bayes estimation for queueing systems and networks, Public capital and international labor productivity. Tests based on median-unbiased estimation, Essential independence and likelihood-based ability estimation for polytomous items, Statistical inference for multiple choice tests, An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes, Some contributions to selection and estimation in the normal linear model, Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean, Optimal convergence properties of kernel density estimators without differentiability conditions, Towards a theory of confidence intervals for system reliability, Estimation of system reliability in Brownian stress-strength models based on sample paths, One-step jackknife for \(M\)-estimators computed using Newton's method, Robustification of estimators by winsorizing on ellipsoids, On model selection in the computer age, Asymptotic normality for robust R-estimators of regression function, On the characterization of Pitman measure of nearness, Semiparametric estimation in the multivariate Liouville model., Pointwise improvement of multivariate kernel density estimates., Why the variance?, Quality of group decisions, A quadratic approximation for jackknife estimators of the variance of sample mean functions, A normal approximation theorem in comparing two binomial distributions, The maximum negative binomial distribution, Adaptive wavelet estimation: A block thresholding and oracle inequality approach, Lehmann-unbiased decision rules: Admissibility and invariance, Existence conditions of the uniformly minimum risk unbiased estimators in extended growth curve models, A simple and competitive estimator of location, Large sample inference based on multiple observations from nonlinear autoregressive processes, On predicting the finite population distribution function, On estimating the mean function of a Gaussian process, What is a statistical model? (With comments and rejoinder)., Single observation unbiased priors, A unified jackknife theory for empirical best prediction with \(M\)-estimation, Fisher information in moving extreme ranked set sampling with application to parameter estimation, On empirical Bayes estimation of variance components in random effects model, A distribution estimation method based on level crossings, Nonconcave penalized likelihood with a diverging number of parameters., The logarithmic super divergence and asymptotic inference properties, Estimation of the mean of the exponential distribution using moving extremes ranked set sampling, A family of shrinkage estimators for the square of mean in normal distribution, Matrix equivalence classes with applications, Asymptotic covariance estimation by Gaussian random perturbation, Genome-wide association study using truncated likelihood with incomplete information for stratum specific missingness, Marginal median SOM for document organization and retrieval, Robust distributed estimation and variable selection for massive datasets via rank regression, The distribution of total variation distance, with applications to simultaneous confidence intervals, Reliable estimation via simulation, Asymptotic properties of maximum likelihood estimation in the mixed analysis of variance model, Minimum disparity estimation for continuous models: Efficiency, distributions and robustness, Tukey's linear sensitivity and order statistics, The convergence rates of empirical Bayes estimation in a multiple linear regression model, Using randomization test when errors are unequally correlated, Temporality in probability and statistics, Pitman nearness in statistical estimation. A panel discussion on recent developments, On the Fisher information in type-I censored and quantal response data, A condition for the nonexistence of ancillary statistics, Loglinear multidimensional IRT models for polytomously scored items, Componentwise estimation of ordered parameters of \(k\) \((\geq 2)\) exponential populations, Relating quantiles and expectiles under weighted-symmetry, D-optimal designs for the Mitscherlich non-linear regression function, Minimax estimation for the bounded mean of a bivariate normal distribution, Second-order asymptotics for the number of times an estimator is more than \(\varepsilon\) from its target value, A generalized Sibuya distribution, Modeling and simulation studies for some truncated discrete distributions generated by stable densities, Robust Bayesian regularized estimation based on \(t\) regression model, On estimating domain totals over a subpopulation, Circumstances in which different criteria of estimation can be applied to estimate policy effects, Estimation of scale parameter under entropy loss function, Bayesian design of experiment for quantal responses: What is promised versus what is delivered, Notes on a recursive procedure for point estimation, REML estimation: Asymptotic behavior and related topics, Bayesian learning of dose-response parameters from a cohort under response-guided dosing, Multilayer in-place learning networks for modeling functional layers in the laminar cortex, Asymptotic normality of one-step \(M\)-estimators based on non-identically distributed observations, Two stage inverse adaptive cluster sampling with stopping rule depends upon the size of cluster, Estimation of the shape and scale parameters of Pareto distribution using ranked set sampling, On risks of estimates based on random-size samples, Continuous time hidden Markov model for longitudinal data, Quantifying the cost of simultaneous non-parametric approximation of several samples, Spatial logistic regression and change-of-support in Poisson point processes, Testing composite hypothesis based on the density power divergence, Statistical inference for two measures of inequality when incomes are correlated., Relation between the covariance and Fisher information matrices, Characterization of the Weibull distribution by properties of the Fisher information under type-I censoring, Characterization of an optimal matrix estimator under convex loss function, On the loss of information due to nonrandom truncation, On best unbiased prediction and its relationships to unbiased estimation, Maximum likelihood estimation for an Ornstein-Uhlenbeck model for neural activity, On rereading Stein's lemma: its intrinsic connection with Cramér-Rao identity and some new identities, Robust inference using the exponential-polynomial divergence, Variable selection for varying coefficient models via kernel based regularized rank regression, The philosophical significance of Stein's paradox, Approximation by \(B\)-spline convolution operators. A probabilistic approach, The admissibility of the empirical mean location for the matrix von Mises-Fisher family, Likelihood-based imputation inference for mean functionals in the presence of missing responses, Trapezoidal approximations of fuzzy numbers, Minimax estimation with thresholding and its application to wavelet analysis, Nonparametric estimation over shrinking neighborhoods: superefficiency and adaptation, Maximum likelihood estimator of the location parameter under moving extremes ranked set sampling design, A statistical framework for modern network science, Asymptotic optimal inference for a class of nonlinear time series models, Best equivariant nonparametric estimator of a quantile, Asymptotic behavior of Bayes estimates under possibly incorrect models, On the construction of Bayes minimax estimators, Breakdown theory for bootstrap quantiles, On convergence of derivatives of Voronovskaja-type expansion for Bernstein type operators, Functional calculus and asymptotic theory for statistical analysis, On the strong uniform consistency of a new kernel density estimator, On nonparametric regression for iid observations in a general setting, Complete order statistics in parametric models, Parameter estimation in topological analysis of binary tree structures, Pareto parameters estimation using moving extremes ranked set sampling, Parameter estimation for the Pareto distribution based on ranked set sampling, Estimation of best predictors of binary response, Some issues in the foundation of statistics. (With comments by J. Berger, E. L. Lehmann, P. W. Holland, C. C. Clogg, N. W. Henry and the author's rejoinder), Estimation of the support of a discrete distribution, Estimation of nonparametric regression models by wavelets, Some results on parameter estimation in extended growth curve models, Nonparametric estimation of American options' exercise boundaries and call prices, Uniform designs for mixture-amount experiments and for mixture experiments under order restrictions, Size and power of pretest procedures., \(M\)-estimation for location and regression parameters in group models: A case study using Stiefel manifolds, Variable selection for Cox's proportional hazards model and frailty model, Statistics in measurements., Approximating the marginal likelihood estimate for models with random parameters, A note on the posterior expected loss as a measure of accuracy in Bayesian methods, The global approximations of the coverage probability for a confidence set centered at the positive part James-Stein estimator and their applications, Efficient nonparametric estimation of a distribution function., Empirical Bayes analysis for a hierarchical Poisson generalized linear model, Fisher information matrix for the Feller-Pareto distribution, Deficiency of Two Estimators in One-Parameter Exponential Family of Distributions, Simultaneous selection of treatments better and worse than the best and worst controls, Nonparametric tests for mixed Poisson distributions, Comparison of transmission rates of HIV-1 and HIV-2 in a cohort of prostitutes in Senegal, Two kinds of moment ratio diagrams and their applications in hydrology, The asymptotic posterior normality of the latent trait in an IRT model, A Multistep Protein Lysate Array Quantification Method and its Statistical Properties, Convergence rate of MLE in generalized linear and nonlinear mixed-effects models: Theory and applications, Asymptotic normality of the maximum likelihood estimator for cooperative sequential adsorption, Parametric estimation for the scale parameter for scale distributions using moving extremes ranked set sampling, Rate of convergence of \(k\)-step Newton estimators to efficient likelihood estimators, On the probable maximum loss, On a new interpretation of the sample variance, M-estimates of the spatial autoregression coefficients, Maximum Likelihood Estimation for the 4-Parameter Beta Distribution, On the admissibility of estimators of the zero class in poisson populations, The truncated generalized poisson distribution and its estimation, Estimating the mean of the selected uniform population, Improved estimators for the location of double exponential distribution, Estimating changes in a multi-parameter exponential family, On unbiased estimation of gini index and yntema-pietra index of lognormal distribution and their variances, A unified approach to minimum variance unbiased estimation of a probability function belonging to an exponential family, Estimation of parameters under a random censorship model, Equivariant prediction in finite populations, Deficiencies of u-statistics of degree 2 under symmetric distributions, Limit theory for autoregressive-parameter estimates in an infinite-variance random walk, Errors-in-variables with systematic biases, An efficiency result for the empirical characteristic function in stationary time-series models, Minimax-varianceL- andR-estimators of location, Minimax estimation of the parameter of a negative binomial distribution, ESTIMATION FOR THE FIRST-ORDER DIAGONAL BILINEAR TIME SERIES MODEL, Unbiased Estimation ofP(X > Y) for Exponential Populations Using Order Statistics with Application in Ranked Set Sampling, Model selection uncertainty and stability in beta regression models: a study of bootstrap-based model averaging with an empirical application to clickstream data, Fisher information for generalized Rayleigh distribution in ranked set sampling design with application to parameter estimation, On the approximation of linear operators which improve the rate of convergence, Improving the estimation and predictions of small time series models, Statistical aspects of linkage analysis in interlaboratory studies, A STATE‐SPACE MODEL FOR UNIVARIATE ORDINAL‐VALUED TIME SERIES, Covariate and Newton-Raphson adjustments for a normal correlation coefficient when the variances are known, Bivariate Survival Models for Coupled Lives, An algorithm for the exact Fisher information matrix of vector ARMAX time series, Characterization properties based on the Fisher information for weighted distributions, Correlation in a Bayesian framework, Estimation based on the winsorized mean in the geometric distribution, On nonparametric estimation of expectation of random variables function under dependent observations, On Sharp Jensen's Inequality and Some Unusual Applications, Statistical Inference for a Two-Stage Outcome-Dependent Sampling Design with a Continuous Outcome, Distributed one-step upgraded estimation for non-uniformly and non-randomly distributed data, Estimating the error distribution in multivariate heteroscedastic time-series models, A latent variable model for discrete multivariate psychometric waiting times, On the estimation of tails parameters for Pareto and exponential distributions, Confidence intervals for the power of Student's \(t\)-test, Variable selection in joint mean and dispersion models via double penalized likelihood, A maximum likelihood algorithm for the estimation and renormalization of exponential densities, On the frequency domain accuracy of closed-loop estimates, Structural equation modeling with heavy tailed distributions, The Professional Career and Contributions of Professor Masafumi Akahira, Exact statistical inferences and Monte Carlo method, Inverse Box\,-\,Cox: the power-normal distribution, Diversification for better classification trees, Attention Modulation of Neural Tuning Through Peak and Base Rate, Strong consistency of the maximum likelihood estimator in generalized linear and nonlinear mixed-effects models, Reliability analysis of load-sharing systems with memory, Robust and efficient parametric estimation for censored survival data, Bootstrapping logistic regression models with random regressors, Equivalence of decision problems, Refinement of Fisher's One-Step Estimators in the Case of Slowly Converging Initial Estimators, Trimmed Mean Isotonic Regression, Optimal sequential estimation for semi-markov and markov renewal processes, Multivariate estimation of Poisson parameters, Statistical inference on mixing proportion, An Approximation to the Small Sample Distribution of the Trimmed Mean for Gaussian Mixture Models, Variable-sampling plans based on lifetime-performance index under exponential distribution with censoring and its extensions, Akaike's Information Criterion in Generalized Estimating Equations, Inverse Adaptive Cluster Sampling, Qualitative robustness of set-valued value-at-risk, A characterization of the Pareto distribution based on the Fisher information for censored data under non-regularity conditions, Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects, Implementing loss distribution approach for operational risk, Outliers and influential observations in exponential random graph models, Quadratic Artificial Likelihood Functions Using Estimating Functions, Empirical Bayesian analysis for traffic intensity: \(M/M/1\) queues with covariates, The Pricing Problem, On Repair Age Residual Repair Life in the Minimal Repair Process, Robust statistical inference based on the \(C\)-divergence family, Modified p-Value of Two-Sided Test for Normal Distribution with Restricted Parameter Space, Statistical Evidence in Experiments and in Record Values, On the Bayesian Estimation for the Uniform Scale Parameter via a Functional Equation, A comparison of stochastically ordered queues, Asymptotics of a bayesian approach to estimating change-point in a hazard rate, Power transformation and threshold modeling for ARCH innovations with applications to tests for ARCH structure., INVITED DISCUSSION OF THE PAPER BY DOMIJAN, JORGENSEN & REID, Tests of linear hypotheses based on regression rank scores, Asymptotic properties for the first-order bilinear time series model, On the robustness of a divergence based test of simple statistical hypotheses, Estimation of the mean of some stationary markov sequences, Unbiased estimation of the parameter of a selected binomial population, On the minimaxity of pitman type estimator under a linex loss function, Zur schÄtzung der ausscheidewahrscheinlichkeiten eines kollektivs einander Ähnlicher bestÄnde, Approximate and estimated saddlepoint approximations, A NEW ROBUST BIVARIATE CONTROL CHART FOR LOCATION, Information Matrix for Pareto(IV), Burr, and Related Distributions, A class of hodges -lehmann type estimators for censored data, A note on the convergence rates for empirical bayes estimators of parameters in multiple-parameter exponential families, Prior elicitation in the classification problem, On two-stage shrinkage testtimation, Improved estimators of a location vector with unknown scale parameter, Estimation of a residual distribution with small numbers of repeated measurements, Parameter orthogonality and conditional profile likelihood: the exponential power function case, On the mean squared error, the mean absolute error and the like, MAXIMUM LIKELIHOOD ESTIMATION OF PARAMETERS OF THE TRUNCATED CAUCHY DISTRIBUTION, ESTIMATION OF FAMILIAL CORRELATIONS UNDER AUTOREGRESSIVE CIRCULAR COVARIANCE, Computation of the sample size and coverage for guaranteed-coverage nonnormal tolerance intervals, Bootstrap goodness-of-fit test for the beta-binomial model, On the efficiencies of some common quick estimators, Note on an improvement in two stage sampling scheme, Linear calibration in functional regression models, EFFICIENCY OF LINEAR REGRESSION ESTIMATORS BASED ON PRESMOOTHING, Invariant estimation of functions, Estimation of linear models with nequal restrictions, A multivariate nonparametric test for the equality of failure rates in a competing risks model, Representations for bias and variance of the sample standard deviation, Covariates in multipath change-point problems: Modelling and consistency of the MLE, On umvu estimation following selection, A modified chi-square test for testing equality of two multinomial populations against an order restricted alternative, On the admissibility and inadmissibility of estimators of scale parameters using an asymmetric loss function, Maximal asymptotic biases and variances of symmetrized interquantile ranges under asymmetric contamination, Pmc-optimal nonparametric quantile estimator, Invariance, Nonlinear Models, and Asymptotic Tests, Estimating a scale parameter under censorship, Estimation of a multivariate mean with constraints on the norm, Conditions of Asymptotic Normality of One-Step M-Estimators, Fisher information in exponential-weighted location-scale distributions, An empirical bayes estimate of multinomial probabilities, Examples of the effcct of the loss function on the best equzvarlhnt estimator, Umvu estimation for the cumulative hazard function in a pareto distribution of the first kind, Asymptotic properties of a conditional maximum‐likelihood estimator, Asymptotic Properties of One-Step Weighted $M$-Estimators with Applications to Regression, On prediction and mean squared error, Correction locale de l'estimateur à noyau de la densité d'une loi de probabilité, Multivariate geometric expectiles, A modified chi‐square test of independence against a class of ordered alternatives in an r x c contingency table, Bias reduction by taylor series∗, Statistische Prämienkalkulation nach dem Exponentialprinzip bei unbekannter Risikoverteilung, Asymmetric Errors in Linear Models: Estimation—Theory and Monte Carlo, On the admissibility of the maximum-likelihood estimator of the binomial variance, Statistical Problems in Ancient Numismatics, Editor’s special invited paper: On the efficient score vector in sequential monitoring, O-statistics and their applications, Estimating guaranteed lifetimes of systems in a random environment, On the optimum properties of sequential estimation procedures in the multinomial sampling plans, A generalized cusum procedure for sequential detection of change-point in a parametric family when the initial parameter is unknown, The asymptotic properties of the maximum-relevance weighted likelihood estimators, Minimax prediction in finite populations, Efficient sequential estimation for compound poisson processes, Percentile estimators for the three-parameter weibull distribution for use when all parameters are unknown, On the admissibility of c[Xbar + d with respect to the linex loss function], Estimation of the parameter in the problem of the nile, An alernative test for normality based on normalized spacings, Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point, Some applications for Basil's independence theorem in testing econometric models, Estimation of tie distribution function of a location-scale family, SOME PROPERTIES OF CONDITIONAL QUASI-LIKELIHOOD FUNCTIONS FOR TIME SERIES MODEL FITTING, Randomized unbiased nonparametric estimates of nonestimable functionals, A level crossing density estimation method, The admissibility of the maximum likelihood estimator for decomposable log-linear interaction models for contingency tables, Parameter estimation for generalized negative binomial distribution, Improved shrinkage estimators for the mean vector of a scale mixture of normals with unknown variance, Note on a Fundamental Relationship Between Admissible and Bayesian Decision Rules, Testing for a Finite Mixture Model with Two Components, Estimation of the Correlation Between Nutrient Intake Measures Under Restricted Sampling, A Note on Minimum Variance Unbiased Estimation, On some data oriented robust estimation procedures for means, On some robust estimation procedures for quantiles based on data, Semiparametric efficiency bounds in dynamic non‐linear systems under elliptical symmetry, Critical issues in different inferential paradigms, Some remarks on an admissibility condition, Tests of Coefficients of Variation of Normal Population, Some characterizations of distributions of the exponential-type, A Note on the Estimation of Non‐Differentiable Functions of MuItinomial ProbabiIities, On the existence of locally mvu estimators, Nonparametric estimation of the risk premium in case of the standard deviation principle, MODIFICATION OF KELLY AND RICE METHOD FOR SYNERGISM TESTS, Optimal Nonparametric Quantile Estimators. Towards a General Theory. A Survey, Sequential Fixed-Width Confidence Bounds for some Subset of parameters, Schätzung von Ausscheidewahrscheinlichkeiten bei kleineren Beständen, Best monotone M-estimators, Minimax kernels for nonparametric curve estimation, Deux méthodes d'estimation pour les paramètres de processus moyenne mobile spatiaux, Fisher information in weighted distributions, Prediction intervals for the future record values from exponential distribution: comparative study, Extended Jackknife Estimates in Linear or Nonlinear Regression, A Statistical Property of the Arrangements of a Finite Set, On the Consistency of the Maximum Likelihood Estimator Through its Uniform Consistency, Inference for a General Type II Censorship Model, Partially-adaptive robust estimators of location via exponential embedding, Random quotients and robust estimation, Estimation in uniform distributions using orthogonal polynomials, On Estimating The Quantile Function For Distributions Constrained by Star-Shaped Ordering, Order statistics as minimal sufficient statistics