scientific article; zbMATH DE number 3506016
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Publication:4086554
zbMATH Open0323.62002MaRDI QIDQ4086554FDOQ4086554
Publication date: 1975
Title of this publication is not available (Why is that?)
Cited In (39)
- Maximum likelihood estimation in branching process with continuous state space
- Optimality criteria for design in nonlinear models with constraints
- Noncentral Wishart matrices, asymptotic normality of vec and smooth statistics
- Pairs and triplets of DES S-boxes
- Results on nonlinear least squares estimators under nonlinear equality constraints
- Analytic derivatives for estimation of linear dynamic models
- Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods
- On identifiability of parametric statistical models
- Testing composite hypothesis based on the density power divergence
- Testing the restrictions implied by the rational expectations hypothesis
- Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results
- Detecting chaos and predicting in Dow Jones Index
- Constrained estimation using penalization and MCMC
- Information geometry, simulation and complexity in Gaussian random fields
- The Fisher information matrix for linear systems.
- \(L\) models and multiple regressions designs
- Information loss with transform methods in system identification: A new set of transforms with high information content
- Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase
- A model for analyzing clustered occurrence data
- Bayesian non-parametric approaches to reconstructing oscillatory systems and the Nyquist limit
- Experimental design for parameter estimation in steady-state linear models of metabolic networks
- Techniques for estimating parameters in Bartoszynski's virus model
- An extreme-Markovian-evolutionary (EME) sequence
- A model for Gaussian perturbations of graphene
- On tests of homogeneity based on minimum \(\varphi \)-divergence estimator with constraints
- On Rao score and Pearson \(X^2\) statistics in generalized linear models
- Minimax approximations to theoretical models using experimental data
- Asymptotic biases in exploratory factor analysis and structural equation modeling
- Estimating the rate of occurrence of exponential process using intelligence and classical methods with application
- Some relationships between factors and components
- Binary operations on Jordan algebras and orthogonal normal models
- Spectral GMM estimation of continuous-time processes
- Estimating the within-household infection rate in emerging SIR epidemics among a community of households
- Testing strategies for model specification
- Seasonal volatility in agricultural markets: modelling and empirical investigations
- Estimating within-household contact networks from egocentric data
- Statistical tests of conditional independence between responses and/or response times on test items
- Some results for maximum likelihood estimation of adjusted relative risks
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
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