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)

Extending the scope of empirical likelihood
Worst-case estimation for econometric models with unobservable components
Weighted empirical likelihood estimates and their robustness properties
Inference for multivariate normal mixtures
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
Strong unimodality and scale mixtures
Minimaxity of a preliminary test estimator for the mean of normal distribution
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
Minimaxity and nonminimaxity of a preliminary test estimator for the multivariate normal mean
The score function approach for sensitivity analysis of computer simulation models
Scalar multiples of admissible linear estimators
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
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
Estimateurs efficaces et densités bayésiennes impropres. (Efficient estimators and improper Bayesian densities)
Improving on two-stage estimators for scale families
Estimation under invariant distributions
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
Convergence of posterior odds
Statistical inference for geometric processes with lognormal distribution.
A general framework for predicting returns from multiple currency investments
A note on universal admissibility of scale parameter estimators
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
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
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
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

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