scientific article

zbMath0913.62002MaRDI QIDQ3842588

Publication date: 17 August 1998

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Asymptotic properties of parametric estimators (62F12) Nonparametric hypothesis testing (62G10) Parametric hypothesis testing (62F03) Nonparametric estimation (62G05) Point estimation (62F10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Asymptotic properties of parametric tests (62F05) General considerations in statistical decision theory (62C05)

Related Items (72)

On Symmetrical Equidistant Minimax Designs in Statistical Experiments with Binary Data ⋮ Method of moments estimators and multi-step MLE for Poisson processes ⋮ Robust estimation on a parametric model via testing ⋮ A Monte Carlo approach to quantifying model error in Bayesian parameter estimation ⋮ On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion ⋮ Confidence ellipsoids for regression coefficients by observations from a mixture ⋮ Statistical testing of segment homogeneity in classification of piecewise-regular objects ⋮ Spectral Potential, Kullback Action, and Large Deviations of Empirical Measures on Measurable Spaces ⋮ On Estimation of Linear Functional by Utilizing a Prior Guess ⋮ Unnamed Item ⋮ Conditions of Asymptotic Normality of One-Step M-Estimators ⋮ Linear regression by observations from mixture with varying concentrations ⋮ Testing hypotheses on moments by observations from a mixture with varying concentrations ⋮ Estimation of the parameters of the binomial distribution in a model of mixture ⋮ Modeling and simulation studies for some truncated discrete distributions generated by stable densities ⋮ A General Strategy for Physics-Based Model Validation Illustrated with Earthquake Phenomenology, Atmospheric Radiative Transfer, and Computational Fluid Dynamics ⋮ Asymptotic properties of one-step M-estimators ⋮ Asymptotic comparison of some Bayesian information bounds ⋮ Attainments of the Bayesian information bounds ⋮ On estimation of analytic density functions in $L_p$ ⋮ Estimation of the characteristic exponent of stable laws ⋮ Exact and asymptotic distributions of exceedance statistics for bivariate random sequences ⋮ Jackknife covariance matrix estimation for observations from mixture ⋮ Asymptotic Properties of One-Step Weighted $M$-Estimators with Applications to Regression ⋮ On asymptotic Borovkov–Sakhanenko inequality with unbounded parameter set ⋮ On the Asymptotic Approach to the Change-Point Problem and Exponential Convergence Rate in the Ergodic Theorem for Markov Chains ⋮ Interfacing biology, category theory and mathematical statistics ⋮ Weakly non-local fluid mechanics: the Schrödinger equation ⋮ On the discrete distribution generated by Levy probability ⋮ Asymptotic properties of maximum likelihood estimators for a generalized Pareto-type distribution ⋮ Unnamed Item ⋮ Natural differentiable structures on statistical models and the Fisher metric ⋮ Order preserving property of moment estimators ⋮ Minimax revisited. I ⋮ Unnamed Item ⋮ Estimator selection with respect to Hellinger-type risks ⋮ Discrimination of Close Hypotheses about the Distribution Tails Using Higher Order Statistics ⋮ Probabilistic neural network with homogeneity testing in recognition of discrete patterns set ⋮ Finite-sample analysis of $M$-estimators using self-concordance ⋮ A score-test on measurement errors in rating transition times ⋮ Asset market games of survival: a synthesis of evolutionary and dynamic games ⋮ Restriction-modification systems and bacteriophage invasion: who wins? ⋮ Technical Note—Data-Based Dynamic Pricing and Inventory Control with Censored Demand and Limited Price Changes ⋮ Remarks on uniform convergence of random variables and statistics ⋮ Asymptotic normality of modified LS estimator for mixture of nonlinear regressions ⋮ Convergence of the sequence of the Pearson statistics values to the normalized square of the Bessel process ⋮ Consistency of discrete Bayesian learning ⋮ A new kernel-projective statistical estimator in the Monte Carlo method ⋮ Nonparametric estimators of probability characteristics using unbiased prior conditions ⋮ Optimal statistical fault detection with nuisance parameters ⋮ Estimation of the Number of Cells via the Number of Randomly Occupied Cells ⋮ Exponential dispersion models: second-order minimax estimation of the mean for unknown dispersion parameter ⋮ Unnamed Item ⋮ Refinement of Fisher's One-Step Estimators in the Case of Slowly Converging Initial Estimators ⋮ Model equivalence tests in a parametric framework ⋮ On the parameters estimators for a discrete analog of the generalized exponential distribution ⋮ Sequential detection of switches in models with changing structures ⋮ Constructing Explicit Estimators in Nonlinear Regression Problems ⋮ On Estimation of Parameters in the Case of Discontinuous Densities ⋮ Bhattacharyya-Type Information Inequality for the Bayes Risk ⋮ 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 ⋮ On entropy of a Pareto distribution in the presence of outliers ⋮ Statistical inferences for stress–strength in the proportional hazard models based on progressive Type-II censored samples ⋮ Hypotheses testing for a multidimensional parameter of inhomogeneous Poisson processes ⋮ On estimation of stress–strength parameter using record values from proportional hazard rate models ⋮ Unnamed Item ⋮ On strong laws of large numbers for random upper semicontinuous functions ⋮ An Integral Bhattacharyya Type Bound for the Bayes Risk ⋮ Information geometry and sufficient statistics ⋮ Nonparametric Estimations and the Diffeological Fisher Metric ⋮ Asymptotically minimax test for a composite null hypothesis in the density model

This page was built for publication: