scientific article

zbMath0452.62020MaRDI QIDQ3899306

Publication date: 1981

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

efficiency Fisher information Kullback-Leibler information ridge regression contingency tables sequential tests Cramer-Rao lower bound jackknifing Stein estimators optimal confidence intervals Neyman-Pearson test theory

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Nonparametric tolerance and confidence regions (62G15) Parametric inference (62Fxx) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Sufficient statistics and fields (62B05)

Related Items (35)

The inverse problem of multivariate and matrix-variate skew normal distributions ⋮ Characterizations of Distributions by Linear Forms of Order Statistics ⋮ Maximum-Likelihood-Schätzung aus gruppierten Daten -- eine Übersicht. (Maximum likelihood estimation with grouped data -- a survey) ⋮ On the Fisher Information ⋮ Mean square error matrix superiority of empirical Bayes estimators under misspecification ⋮ Statistical analysis of very high-dimensional data sets of hierarchically structured binary variables with missing data: An application to marine corps readiness evaluations ⋮ Energy statistics: a class of statistics based on distances ⋮ Distribution of matrix quadratic forms under skew-normal settings ⋮ On a nonparametric notion of residual and its applications ⋮ A class of flexible weighted distributions for modelling and analyzing non-normal data ⋮ Qualitative and quantitative experiment design for phenomenological models - a survey ⋮ Minimax prediction in finite populations ⋮ A multivariate skew normal distribution. ⋮ A test for multivariate skew-normality based on its canonical form ⋮ Two tests for monotone failure rate with incomplete data ⋮ A class of weighted multivariate distributions related to doubly truncated multivariate t-distribution ⋮ On the correlation between \(\overline X\) and \(S^ 2\) ⋮ Bayesian forecasting and detecting structural changepoints in dynamic models ⋮ Quadratic forms of multivariate skew normal-symmetric distributions ⋮ A class of weighted normal distributions and its variants useful for inequality constrained analysis ⋮ A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation ⋮ A conversation with Shelemyahu Zacks ⋮ Quadratic forms of refined skew normal models based on stochastic representation ⋮ A system identification problem motivated by robust control ⋮ The Skew-normal Distribution and Related Multivariate Families* ⋮ An order-preserving property of the maximum likelihood estimates for the Rasch model ⋮ Performance extrapolation in discrete-event systems simulation ⋮ Modified importance sampling for performance evaluation and sensitivity analysis of computer simulation models ⋮ On the Ratio of Two Folded Normal Distributions ⋮ Exact Maximum Likelihood Estimate of a Finite Population Size ⋮ A study of generalized skew-normal distribution ⋮ The nontruncated marginal of a truncated bivariate normal distribution ⋮ Quadratic forms in skew normal variates ⋮ The Decomposition of Quadratic Forms Under Matrix Variate Skew-Normal Distribution ⋮ Approximate value adjustments for European claims

This page was built for publication: