scientific article; zbMATH DE number 3826980
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Publication:3672893
zbMATH Open0522.62020MaRDI QIDQ3672893FDOQ3672893
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)
- Restricted methods in symmetrical linear regression models
- Matrix equivalence classes with applications
- Minimax risk over \(l_ p\)-balls for \(l_ q\)-error
- Minimax estimation of a lower‐bounded scale parameter of a gamma distribution for scale‐invariant squared‐error loss
- Limit theory for autoregressive-parameter estimates in an infinite-variance random walk
- Local likelihood and local partial likelihood in hazard regression
- Variable selection for Cox's proportional hazards model and frailty model
- On umvu estimation following selection
- Inference for multivariate normal mixtures
- Testing for a Finite Mixture Model with Two Components
- Kernel density estimation for heavy-tailed distributions using the champernowne transformation
- Influence analysis of robust Wald-type tests
- A unified jackknife theory for empirical best prediction with \(M\)-estimation
- Using specially designed exponential families for density estimation
- Nonconcave penalized likelihood with a diverging number of parameters.
- Relating quantiles and expectiles under weighted-symmetry
- SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS
- Outliers and influential observations in exponential random graph models
- Testing composite null hypotheses based on \(S\)-divergences
- Estimation of a tail index based on minimum density power divergence
- Trapezoidal approximations of fuzzy numbers
- A von Mises approximation to the small sample distribution of the trimmed mean
- Generalized R-estimators under conditional heteroscedasticity
- Structure identification in panel data analysis
- Convergence rate of MLE in generalized linear and nonlinear mixed-effects models: Theory and applications
- Pseudo‐likelihood estimation in ARCH models
- Admissible and minimax estimators of \(\lambda ^ r\) in the gamma distribution with truncated parameter space
- Asymptotic properties of minimum \(S\)-divergence estimator for discrete models
- A general estimation method using spacings
- Matrix algebraic properties of the Fisher information matrix of stationary processes
- Model selection and estimation in the matrix normal graphical model
- On the optimum properties of sequential estimation procedures in the multinomial sampling plans
- Strong consistency of the maximum likelihood estimator in generalized linear and nonlinear mixed-effects models
- Statistical inference using maximum likelihood estimation and the generalized likelihood ratio when the true parameter is on the boundary of the parameter space
- On the conic section fitting problem
- A comparison of quantile estimators
- Asymptotic behavior of Bayes estimates under possibly incorrect models
- Akaike's Information Criterion in Generalized Estimating Equations
- Jeffreys' prior is asymptotically least favorable under entropy risk
- Asymptotic optimal inference for a class of nonlinear time series models
- Nonparametric estimation of American options' exercise boundaries and call prices
- Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
- Pitman nearness in statistical estimation. A panel discussion on recent developments
- Statistical Inference for a Two-Stage Outcome-Dependent Sampling Design with a Continuous Outcome
- Metric inference for social networks
- Bayesian system identification via Markov chain Monte Carlo techniques
- Maximum likelihood estimators uniformly minimize distribution variance among distribution unbiased estimators in exponential families
- Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean
- Essential independence and likelihood-based ability estimation for polytomous items
- Some estimation theory on the sphere
- Approximating bayesian inference by weighted likelihood
- Maximum Likelihood Estimation for the 4-Parameter Beta Distribution
- Estimation procedures for a family of density functions representing various life-testing models
- Structural equation modeling with heavy tailed distributions
- Invariance, Nonlinear Models, and Asymptotic Tests
- The asymptotic posterior normality of the latent trait for polytomous IRT models
- On the efficiency of multivariate spatial sign and rank tests
- Admissible estimation for finite population under the Linex loss function
- Asymptotic properties of a conditional maximum‐likelihood estimator
- Bivariate Survival Models for Coupled Lives
- Uniform designs for mixture-amount experiments and for mixture experiments under order restrictions
- Identifiability and equivalence of GLLIRM models
- On the robustness of a divergence based test of simple statistical hypotheses
- Improved shrinkage estimators for the mean vector of a scale mixture of normals with unknown variance
- Estimation of best predictors of binary response
- A simple test of symmetry about an unknown median
- Inverse Adaptive Cluster Sampling
- Maximum likelihood estimation for the exponential power function parameters
- What is a statistical model? (With comments and rejoinder).
- ESTIMATION OF FAMILIAL CORRELATIONS UNDER AUTOREGRESSIVE CIRCULAR COVARIANCE
- On the frequency domain accuracy of closed-loop estimates
- Semi-empirical likelihood ratio confidence intervals for the difference of two sample means
- Regression calibration for logistic regression with multiple surrogates for one exposure
- Superefficiency in nonparametric function estimation
- An algorithm for the exact Fisher information matrix of vector ARMAX time series
- \(\ell_{1}\)-penalization for mixture regression models
- Variable selection in joint mean and dispersion models via double penalized likelihood
- Power transformation and threshold modeling for ARCH innovations with applications to tests for ARCH structure.
- An Overview of Asymptotic Properties of Estimators in Truncated Distributions
- Maximum likelihood estimation for noncausal autoregressive processes
- Weighted empirical likelihood estimates and their robustness properties
- Distribution-Free Quality Control Charts Based on Signed-Rank-Like Statistics
- Minimax estimation with thresholding and its application to wavelet analysis
- On the construction of Bayes minimax estimators
- Confidence Bounds and Hypothesis Tests for Normal Distribution Coefficients of Variation
- Modeling social networks from sampled data
- Unbiased estimation of the parameter of a selected binomial population
- Extending the scope of empirical likelihood
- The asymptotic posterior normality of the latent trait in an IRT model
- Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution
- Nonlinear models, rescaling and test invariance
- An efficiency result for the empirical characteristic function in stationary time-series models
- Adaptive wavelet estimation: A block thresholding and oracle inequality approach
- Covariates in multipath change-point problems: Modelling and consistency of the MLE
- 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
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