scientific article; zbMATH DE number 3462958
From MaRDI portal
Publication:4048357
Cited in
(40)- The asymptotic properties of maximum likelihood estimators of marked Poisson processes with a cyclic intensity measure
- Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case
- Bestimmung ungünstiger Dichten durch Minimierung von Abständen bei Verteilungen
- A note on asymptotic unbiasedness of estimates
- Multilinear estimation of skewness and kurtosis in linear models
- On maximum tests for normal distributions
- A locally most powerful unbiased test for the proportion of mixture
- Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations
- On the worst conditional expectation.
- Moment inequalities for m-negatively associated random variables and their applications
- On the asymptotic distribution of the Koenker-Bassett estimator for a parameter of the nonlinear model of regression with strongly dependent noise
- Consistency for the least squares estimator in nonlinear regression model
- Asymptotic behaviour of the predictive density in the exchangeable case
- The weak convergence of least squares random fields and its application
- Efficient hedging with coherent risk measure
- Asymptotically similar criteria
- On identification and adaptive estimation for systems with interrupted observations
- Statistical tests for fuzzy data
- An efficient epistemic uncertainty analysis method using evidence theory
- Differential item functioning analysis without a priori information on anchor items: QQ plots and graphical test
- Large deviation for a least squares estimator in a nonlinear regression model
- Complementarities and macroeconomics: Poisson games
- Obituary for Leopold Schmetterer (1919--2004)
- The large deviation for the least squares estimator of nonlinear regression model based on WOD errors
- Partially complete sufficient statistics are jointly complete
- Triserial correlation
- Sufficiency in decision processes with continuous observations
- An asymptotic result with respect to predictive distributions
- scientific article; zbMATH DE number 4147329 (Why is no real title available?)
- Consistency of Maximum Likelihood Estimators for Multiparameter Markov Chains
- scientific article; zbMATH DE number 3772816 (Why is no real title available?)
- Statistically efficient construction of \(a\)-risk-minimizing portfolio
- Analysis of empirical estimates obtained for Gibbs distribution parameters by the maximum likelihood method
- Weak convergence of lease squares process in the smooth case
- scientific article; zbMATH DE number 958370 (Why is no real title available?)
- On uniformly minimum variance unbiased estimation when no complete sufficient statistics exist
- New control schemes for the Rayleigh distribution process based on the likelihood ratio test
- The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors
- On the exponential rate of convergence of the least squares estimator in the nonlinear regression model with Gaussian errors
- Private provision of discrete public goods
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4048357)