scientific article; zbMATH DE number 3653342
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Publication:3852977
zbMATH Open0419.62037MaRDI QIDQ3852977FDOQ3852977
Authors: R. Z. Khas'minskiĭ 
Publication date: 1979
Title of this publication is not available (Why is that?)
lower boundsmode estimationclasses of loss functionsparametric subfamiliesrisks of nonparametric estimates
Cited In (43)
- Uniform law of large numbers and consistency of estimators for Harris diffusions
- Noise suppresses explosive solutions of differential systems: a new general polynomial growth condition
- Inference for the mode of a log-concave density
- On general consistency in deconvolution mode estimation
- A note on a predator-prey model with modified Leslie-Gower and Holling-type II schemes with stochastic perturbation
- Analysis of autonomous Lotka-Volterra competition systems with random perturbation
- Dynamics of a multigroup SIR epidemic model with stochastic perturbation
- On local uniformity for estimators and confidence limits
- The ergodicity and extinction of stochastically perturbed SIR and SEIR epidemic models with saturated incidence
- On optimal estimation of a non-smooth mode in a nonparametric regression model with \(\alpha \)-mixing errors
- A Bayesian nonparametric approach to log-concave density estimation
- Dynamics of a stochastic density dependent predator-prey system with Beddington-DeAngelis functional response
- Optimal two-stage procedures for estimating location and size of the maximum of a multivariate regression function
- A note on the local asymptotically minimax rate for estimating a crossing point in a diagnostic marker problem
- Explicit conditions for asymptotic stability of stochastic Liénard-type equations with Markovian switching
- Deterministic and stochastic stability of a mathematical model of smoking
- Stochastic suppression and stabilization of functional differential equations
- Computing ergodic limits for Langevin equations
- Asymptotic properties of estimators in nonlinear functional errors-in-variables with dependent error terms
- Noise expresses exponential decay for globally exponentially stable nonlinear time delay systems
- A new idea on almost sure permanence and uniform boundedness for a stochastic predator-prey model
- Noise suppresses explosive solutions of differential systems with coefficients satisfying the polynomial growth condition
- Cores for Feller semigroups with an invariant measure
- Stability of discrete deterministic and stochastic nonlinear systems
- Noise suppresses exponential growth for neutral stochastic differential delay equations
- Large time behavior of the heat kernel and the behavior of the Green function near criticality for nonsymmetric elliptic operators
- Noise expresses exponential growth under regime switching
- Noise suppresses exponential growth under regime switching
- On the controllability of a class of nonlinear stochastic systems
- Bayesian mode and maximum estimation and accelerated rates of contraction
- Stochastic Hamiltonian dynamical systems
- Optimal \(H_2\) filtering for a class of linear stochastic systems with sampling
- Controllability of linear stochastic systems
- Stochastic stabilisation of functional differential equations
- Least squares estimators of the mode of a unimodal regression function
- Asymptotic analysis of nonlinear systems with small stochastic perturbations
- Lower bounds for risk functions in nonparametric estimation problems
- Polynomial stability for perturbed stochastic differential equations with respect to semimartingales
- Approximate nonlinear filtering and its application in navigation
- Noise suppresses or expresses exponential growth
- Multiscale inference about a density
- On sufficient conditions for nonexplosion of solutions to stochastic differential equations
- Non-Gaussian positive-definite matrix-valued random fields for elliptic stochastic partial differential operators
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