scientific article; zbMATH DE number 1220667

zbMath0916.62017MaRDI QIDQ4219536

E. L. Lehmann, George Casella

Publication date: 10 November 1998

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

zbMATH Keywords

completenessBayesian estimationasymptotic optimalityminimax estimationadmissibilitysufficiencyUMVUEoptimal estimatorsrisk functions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Bayesian inference (62F15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

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the top scores, Path-Space Information Bounds for Uncertainty Quantification and Sensitivity Analysis of Stochastic Dynamics, A tutorial on variational Bayes for latent linear stochastic time-series models, Local robust and asymptotically unbiased estimation of conditional Pareto-type tails, Simulation and Estimation of the Meixner Distribution, A Likelihood-Based Analysis for Relaxing the Exclusion Restriction in Randomized Experiments with Noncompliance, Bhattacharyya-Type Information Inequality for the Bayes Risk, A study of the Gamma-Pareto (IV) distribution and its applications, On the Bayesianity of minimum risk equivariant estimator for location or scale parameters under a general convex and invariant loss function, COMPARISON OF THE BAYES RISKS OF ESTIMATORS FOR A FAMILY OF TRUNCATED NORMAL DISTRIBUTIONS, EQUIVARIANT ESTIMATION FOR PARAMETERS OF EXPONENTIAL DISTRIBUTIONS BASED ON TYPE-II PROGRESSIVELY CENSORED SAMPLES, Identifying Guttman Structures in Incomplete Rasch Datasets, Assessing the lifetime performance index of weighted Lomax distribution based on progressive type-II censoring scheme for bladder cancer, Multivariate Failure Time Analysis when only the Time to First Failure is Observed, Full Estimation Capacity Hierarchical Fractional Factorial Designs for a Class of Models, Bayesian estimation for non zero inflated modified power series distribution under linex and generalized entropy loss functions, Bayes and robust Bayes predictions in a subfamily of scale parameters under a precautionary loss function, Equivariant estimation for the parameters of location-scale multivariate exponential models and its application in reliability analysis, Accelerated randomized benchmarking, Conditional Tail Moments of the Exponential Family and Its Related Distributions, Optimisation of Cancer Drug Treatments Using Cell Population Dynamics, Adjusted Pearson residuals in exponential family nonlinear models, Inference from Multinomial Data Based on a MLE-Dominance Criterion, Robust Inference Against Imperfect Ranking in Ranked Set Sampling, Asymptotic Skewness in Exponential Family Nonlinear Models, On the regularization of singular c-optimal designs, Interval estimation of the mean of a normal distribution based on quantized observations, A consistent method of estimation for the three-parameter lognormal distribution based on Type-II right censored data, On estimation of stress–strength parameter using record values from proportional hazard rate models, ML and UMVU estimation in the M/D/1 queuing system, Dual Estimation of Prevalence and Disease Incidence in Pool-Testing Strategy, Fixed-Effects Modeling of Cohen's Kappa for Bivariate Multinomial Data, Hypotheses Testing as a Fuzzy Set Estimation Problem, A NEURO-FUZZY BASED MODEL FOR ACCURATE ESTIMATION OF THE LYAPUNOV EXPONENTS OF AN UNKNOWN DYNAMICAL SYSTEM, Bayesian Estimation and Comparison of Moment Condition Models, Estimation of reliability from a bivariate log-normal data, Exponentiated Sinh Cauchy Distribution with Applications, Equivariant Estimation of Parameters Based on Sequential Order Statistics from (1, 3) and (2, 3) Systems, On the Evaluation of the Information Matrix for Multiplicative Seasonal Time-Series Models, A note on Stein-type shrinkage estimator in partial linear models, Fisher information in generalized order statistics, A Useful Pivotal Quantity, Longitudinal network models and permutation‐uniform Markov chains, New closed-form efficient estimators for a bivariate Weibull distribution, Pro‐cyclicality beyond business cycle, Epistemic uncertainty quantification in deep learning classification by the delta method, Modeling excess hazard with time‐to‐cure as a parameter, Fitting and testing log-linear subpopulation models with known support, Time-limited balanced truncation for data assimilation problems, Better experimental design by hybridizing binary matching with imbalance optimization, Residual and local influence analyses for unit gamma regressions, New closed‐form efficient estimator for multivariate gamma distribution, Bayesian decision rules to classification problems, Pseudo-Bayesian Classified Mixed Model Prediction, Take a look at the hierarchical Bayesian estimation of parameters from several different angles, Structure learning of exponential family graphical model with false discovery rate control, The empirical Bayes estimators of the variance parameter of the normal distribution with a conjugate inverse gamma prior under Stein’s loss function, Classification by likelihood accordance functions, Rao–Blackwellisation in the Markov Chain Monte Carlo Era, On numerical problems in computing life annuities based on the Makeham-Beard law, On Bayesian estimation of densities and sampling distributions: The posterior predictive distribution as the Bayes estimator, A new cure rate frailty regression model based on a weighted Lindley distribution applied to stomach cancer data, A study on the g and h control charts, MLE of jointly constrained mean-covariance of multivariate normal distributions, A class of general pretest estimators for the univariate normal mean, A central limit theorem concerning uncertainty in estimates of individual admixture, Bayesian point estimation and predictive density estimation for the binomial distribution with a restricted probability parameter, A Simple Algorithm for Estimating Distribution Parameters from $$n$$ n -Dimensional Randomized Binary Responses, Interval dominance based structural results for Markov decision process, Limit theorems for deviation means of independent and identically distributed random variables, A generalisation of geometric distribution, New closed-form efficient estimators for the negative binomial distribution, Multivariate zero-inflated Bell distribution and its inference and applications, Approximate Bayesian computation using asymptotically normal point estimates, Modeling racial/ethnic differences in COVID-19 incidence with covariates subject to nonrandom missingness, Multivariate zero-inflated Bell-Touchard distribution for multivariate counts: an application to COVID-related data, On the circular correlation coefficients for bivariate von Mises distributions on a torus, Parametric analysis of tampered random variable model for multiple step-stress life test, Comparing discrete Pareto populations under a fixed effects model, Divide-and-conquer Bayesian inference in hidden Markov models, Asymptotic comparison of MLE and UMVUE in the case of a truncated one-parameter family of distributions, On reverse shrinkage effects and shrinkage overshoot, Nonparametric regression with responses missing at random and the scale depending on auxiliary covariates, Estimating 2-D GARCH models by quasi-maximum of likelihood, Estimation of the scale parameter of a selected gamma population with unequal shape parameters under stein loss function, Bayesian wavelet Stein's unbiased risk estimation of multivariate normal distribution under reflected normal loss, A class of multivariate power skew symmetric distributions: properties and inference for the power-parameter, UMVUEs and Bayes estimators for various performance measures on a Poisson queue with discouraged arrivals, On a progressively censored competing risks data from Gompertz distribution, Efficient functional estimation and the super-oracle phenomenon, Bayesian estimation and classification for two logistic populations with a common location, Order statistics of generalized Topp-Leone distribution with application to tissue damage proportions in blood, On lower bounds for the bias-variance trade-off, Adversarial meta-learning of Gamma-minimax estimators that leverage prior knowledge, Equivariant variance estimation for multiple change-point model, Some models are useful, but how do we know which ones? Towards a unified Bayesian model taxonomy, Bayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data, Penalized estimation of hierarchical Archimedean copula, A class of estimators based on overlapping sample spacings, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Estimation problems associated with stochastic modeling of proliferation and differentiation of O-2A progenitor cells in vitro, Maximum likelihood characterization of distributions, Optimal prediction in loglinear models, Modeling cancer detection: Tumor size as a source of information on unobservable stages of carcinogenesis, Mixed-effects models with random cluster sizes, Gravitational-wave data analysis. Formalism and sample applications: the Gaussian Case, Scalable estimation strategies based on stochastic approximations: classical results and new insights, Randomized maximum-contrast selection: subagging for large-scale regression, A comparison of preliminary test, Stein-type and penalty estimators in gamma regression model, The inverse power Lindley distribution in the presence of left-censored data, Pareto analysis for the lifetime performance index of products on the basis of progressively first-failure-censored batches under balanced symmetric and asymmetric loss functions, On the one parameter unit-Lindley distribution and its associated regression model for proportion data, Inference on stress–strength reliability for exponential distributions with a common scale parameter, The unit-Weibull distribution as an alternative to the Kumaraswamy distribution for the modeling of quantiles conditional on covariates, A note on estimation of a shape parameter in a Pareto distribution, On Improving the Performance of Logistic Regression Analysis Via Extreme Ranking, Analytical approximation to the multidimensional Fokker–Planck equation with steady state, ESTIMATING THE RATE OF DEFECTS UNDER IMPERFECT SAMPLING INSPECTION—A NEW APPROACH, Long- and short-time asymptotics of the first-passage time of the Ornstein–Uhlenbeck and other mean-reverting processes, Ensemble Approximate Control Variate Estimators: Applications to MultiFidelity Importance Sampling, A MULTIVARIATE VERSION OF STEIN'S IDENTITY WITH APPLICATIONS TO MOMENT CALCULATIONS AND ESTIMATION OF CONDITIONALLY SPECIFIED DISTRIBUTIONS, Switching Regression Models and Causal Inference in the Presence of Discrete Latent Variables, A COMMENT ON LOCALLY MOST POWERFUL TESTS IN THE PRESENCE OF NUISANCE PARAMETERS, A comparative study of estimation methods in quantum tomography, INEQUALITIES FOR THE DEPENDENT GAUSSIAN NOISE CHANNELS BASED ON FISHER INFORMATION AND COPULAS, The Mean Relative Entropy: An Invariant Measure of Estimation Error, Nuisance parameter problem in quantum estimation theory: tradeoff relation and qubit examples, Some new flexible classes of normal distribution for fitting multimodal data, Calibration of posterior predictive p-values for model checking, Inferring Influence Networks from Longitudinal Bipartite Relational Data, Method G: Uncertainty Quantification for Distributed Data Problems Using Generalized Fiducial Inference, A Transformation for the Analysis of Unimodal Hazard Rate Lifetimes Data, Small Area Estimation with Correctly Specified Linking Models, A novel weighted likelihood estimation with empirical Bayes flavor, Three strings of inequalities among six Bayes estimators, Optimal regression parameter-specific shrinkage by plug-in estimation, On the estimation of the quantile density function by orthogonal series, Multilevel maximum likelihood estimation with application to covariance matrices, A new extension of the FGM copula for negative association, Estimation of common location parameter of two exponential populations based on records, Reducing sample size needed for cox-proportional hazards model analysis using more efficient sampling method, A study on the effect of the loss function on Bayesian estimation and posterior risk of binomial distribution, Parameter estimation for the exponential-Poisson distribution based on ranked set samples, Asymptotic comparison of some Bayesian information bounds, Asymptotic Analysis of a Matrix Latent Decomposition Model, Modified Poisson estimators for grouped and right-censored counts, Gompertz-Lindley distribution and associated inference, On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions*, E-Bayesian estimation and its E-MSE under the scaled squared error loss function, for exponential distribution as example, Bayesian estimators of the lognormal–Pareto composite distribution, Generalized fiducial inference in the multiple regression model with measurement errors, Purely Sequential and Two-Stage Bounded-Length Confidence Interval Estimation Problems in Fisher’s “Nile” Example, Statistical inference of the lifetime performance index for Lindley distribution under progressive first-failure censoring scheme applied to HPLC data, Multiple Improvements of Multiple Imputation Likelihood Ratio Tests, Exact inference for the parameters of absolutely continuous trivariate exponential location–scale model, A note on the properties of estimators in missing data analysis, Model averaging, asymptotic risk, and regressor groups, Unnamed Item, A new nonparametric test for high-dimensional regression coefficients, On the hidden truncated bivariate Pareto (IV) model and associated inferential issues, Asymptotic adjustments of Pearson residuals in exponential family nonlinear models, Estimation of parameters in the tree order restriction by a randomized decision, Estimation of the stress–strength reliability using lower record ranked set sampling scheme under the generalized exponential distribution, A Large-Scale Optimization Method Using a Sparse Approximation of the Hessian for Magnetic Resonance Fingerprinting, Lifetime performance index based on ranked set sampling, Unnamed Item, Unnamed Item, Adaptive Lasso for vector Multiplicative Error Models, Unnamed Item, The Odd Log-Logistic Log-Normal Distribution with Theory and Applications, Estimators for the Horvitz-Thompson Statistic Based on Some Posterior Distributions, Unnamed Item, A Poisson-multinomial mixture approach to grouped and right-censored counts, Increased Fisher’s information for parameters of association in count regression via extreme ranks, Sequential estimation in the group testing problem, A SIMPLE MINIMAX ESTIMATOR FOR QUANTUM STATES, Unnamed Item, A Class of Discrete Transformation Survival Models With Application to Default Probability Prediction, Second-Order Powers of a Class of Tests in the Presence of a Nuisance Parameter, Asymptotic results in partially non-regular log-exponential distributions, Maximum likelihood estimation for discrete exponential families and random graphs, Shrinkage Estimators for Prediction Out-of-Sample: Conditional Performance, Unnamed Item, Unnamed Item, On the Value of Imprecise Prior Information, Conditional Modeling of Longitudinal Data With Terminal Event, Unnamed Item, LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS, Estimation for the parameters of the generalized half-normal distribution, Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data, Group-Linear Empirical Bayes Estimates for a Heteroscedastic Normal Mean, Lectures on Entropy. I: Information-Theoretic Notions, A regression model for special proportions, Experimental design in the context of Tikhonov regularized inverse problems, Bootstrap based Trans-Gaussian Kriging, On Unbiased Estimation of Positive Integral Powers of the Natural Parameter in Exponential Families, Adaptive kernels in approximate filtering of state‐space models, Minimax Estimation of Kernel Mean Embeddings, Some New Estimators of the Binomial Parametern, Admissibility of Solution Estimators for Stochastic Optimization, Optimal equivariant prediction regions based on multiply type-II censored generalized order statistics from exponential distributions, Link functions for parameters of sequential order statistics and curved exponential families, Unnamed Item, Monitoring Change Points by a Sign Change Method, SEQUENTIAL INTERVAL ESTIMATION FOR THE EXPONENTIAL HAZARD RATE WHEN THE LOSS FUNCTION IS STRICTLY CONVEX, Singularity Structures and Impacts on Parameter Estimation in Finite Mixtures of Distributions, Location and scale fuzzy random variables, Influence Diagnostics for Correlated Binomial Regression Models: An Application to a Data Set on High-Cost Health Services Occurrence, Understanding Deep Learning with Statistical Relevance, Confidence Intervals for the Scale Parameter of Exponential Family of Distributions, A Note on the Minimax Solution for the Two-Stage Group Testing Problem, Teaching Statistics at Google-Scale, Unnamed Item, A probabilistic model for explaining the points achieved by a team in football competition: forecasting and regression with applications to the Spanish league, Comparison of risks of estimators under the LINEX loss for a family of truncated distributions, Bayes Estimation Based on Joint Progressive Type II Censored Data Under LINEX Loss Function, The discrete Lindley distribution: properties and applications, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, On Two Forms of Fisher's Measure of Information, Optimal Population Codes for Space: Grid Cells Outperform Place Cells, On nonlinear beta regression residuals, Unnamed Item, A Graphical Tool for Interpreting Regression Coefficients of Trinomial Logit Models, THEORETICAL PROPERTIES OF THE WEIGHTED GENERALIZED GAMMA AND RELATED DISTRIBUTIONS, A DE BRUIJN'S IDENTITY FOR DEPENDENT RANDOM VARIABLES BASED ON COPULA THEORY, A unified approach of meta-analysis: application to an antecedent biomarker study in Alzheimer's disease, An extension of parametric ROC analysis for calculating diagnostic accuracy when underlying distributions are mixture of Gaussian, A fast Monte Carlo expectation–maximization algorithm for estimation in latent class model analysis with an application to assess diagnostic accuracy for cervical neoplasia in women with atypical glandular cells, A skew-normal random effects model for longitudinal ordinal categorical responses with missing data, The Tail Stein's Identity with Applications to Risk Measures, Coding Accuracy Is Not Fully Determined by the Neuronal Model, Mutual Information, Fisher Information, and Efficient Coding, Minimax mean estimator for the trine, Sub-Heisenberg estimation of non-random phase shifts, Robust online Hamiltonian learning, Estimation procedures for grouped data – a comparative study, More efficient logistic analysis using moving extreme ranked set sampling, Estimation on dependent right censoring scheme in an ordinary bivariate geometric distribution, Capturing model risk and rating momentum in the estimation of probabilities of default and credit rating migrations, Trees grown under young-age preferential attachment, Optimal error regions for quantum state estimation, Bayesian Hierarchical Models With Conjugate Full-Conditional Distributions for Dependent Data From the Natural Exponential Family, Quantifying the uncertainty in change points, Estimating a uniform distribution when data are measured with a normal additive error with unknown variance, Estimation of the optimal portfolio weights by shrinking the mean vector towards a linear subspace, Estimation of the shape parameter of a Pareto distribution, Lagrangian Uncertainty Quantification and Information Inequalities for Stochastic Flows, The generalized exponential family of distributions and its characteristics, Detecting instants of jumps and estimating their intensity in the context of p derivatives with continuous or discrete data, Statistical Inference for Expectile‐based Risk Measures, Border estimation of a two-dimensional uniform distribution if data are measured with additive error, Cohort Sampling Schemes for the Mantel–Haenszel Estimator, On Superiority of Estimation Regarding Pitman Closeness Criterion in General Mixed Linear Models, Linear Estimators and Predictors Based on Generalized Order Statistics from Generalized Pareto Distributions, Variance-based regularization with convex objectives, The effect of pre-smoothing functional data on cluster analysis, A New Approach to Determine the Pilot Sample Size in Two-Stage Sampling, A continuous version of the negative binomial distribution, A Markov Chain Theory Approach to Characterizing the Minimax Optimality of Stochastic Gradient Descent (for Least Squares), A Study of Blockwise Wavelet Estimates Via Lower Bounds for a Spike Function, A consistent method of estimation for the parameters of the three-parameter inverse Gaussian distribution, Estimation with the lognormal distribution on the basis of records, On the performance ofL₂Eestimation in modelling heterogeneous count responses with extreme values, Explore First, Exploit Next: The True Shape of Regret in Bandit Problems, Empirical Bayesian estimation of location of the Cauchy distribution, Statistical inferences for stress–strength in the proportional hazard models based on progressive Type-II censored samples, Statistical analysis of type I multiply left-censored samples from exponential distribution, Consistent estimation of parameters and quantiles of the three-parameter gamma distribution based on Type-II right-censored data, Confidence sets based on the positive part James–Stein estimator with the asymptotically constant coverage probability, Estimation and prediction of the Burr type XII distribution based on record values and inter-record times, Existence, uniqueness and consistency of estimation of life characteristics of three-parameter Weibull distribution based on Type-II right censored data, Inference under random maintenance policies with a polynomial form as the repair alert function, Estimation and prediction of the Kumaraswamy distribution based on record values and inter-record times, Minimax Estimation of the Mean Matrix of the Matrix Variate Normal Distribution under the Divergence Loss Function, Tandem-width sequential confidence intervals for a Bernoulli proportion, Lurking Variable Detection via Dimensional Analysis, Discrete power distributions and inference using likelihood, Unnamed Item, Covariate-Assisted Ranking and Screening for Large-Scale Two-Sample Inference, Confidence intervals centred on bootstrap smoothed estimators, Unnamed Item, Efficient Marginalization-Based MCMC Methods for Hierarchical Bayesian Inverse Problems, Construction of credible intervals for nonlinear regression models with unknown error distributions, Parameter estimation of qubit states with unknown phase parameter, Unnamed Item, Asymptotically Optimal Nonparametric Empirical Bayes Via Predictive Recursion, Estimation of the Reliability of a Stress-Strength System from Power Lindley Distributions, Statistical inference for the lifetime performance index based on generalised order statistics from exponential distribution, Pseudo‐empirical Bayes estimation of small area means based on James–Stein estimation in linear regression models with functional measurement error, Estimation of a common mean vector in bivariate meta-analysis under the FGM copula, Estimation of parameters of inverse Weibull distribution and application to multi-component stress-strength model, On sequential confidence interval in a stationary Gaussian process, Efficiency gains in least squares estimation: A new approach, The Risk of James–Stein and Lasso Shrinkage, Stein-like 2SLS estimator, Bayesian and robust Bayesian analysis in a general setting, Current status data with two competing risks and missing failure types: a parametric approach, Comparative study for assessing the Pitman’s closeness of predictors based on exponential record data, Parameters Estimation for a New Generalized Geometric Distribution, Estimation of the Lognormal-Pareto Distribution Using Probability Weighted Moments and Maximum Likelihood, A Nonlocal Denoising Algorithm for Manifold-Valued Images Using Second Order Statistics, Multi-parameter estimation beyond quantum Fisher information, Characterizing non-deterministic noiseless linear amplifiers at the quantum limit