scientific article; zbMATH DE number 490141
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Publication:4277836
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- Improving weighted least-squares estimates in heteroscedastic linear regression when the variance is a function of the mean response
- Efficient and adaptive post-model-selection estimators
- Properties of test statistics applied to residuals in failure time models
- Asymptotic Bayesian analysis based on a limited information estimator
- Asymptotically efficient estimation in the Wicksell problem
- An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process
- A regression approach for estimating the center of symmetry
- Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields
- Mean residual life processes
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- Linear regression with doubly censored data
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- Goodness-of-fit tests for semiparametric biased sampling models
- A nonparametric Cramér-Rao inequality for estimators of statistical functionals.
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- Improved logrank-type tests for survival data using adaptive weights
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- The incidental parameter problem since 1948
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- A new MM algorithm for constrained estimation in the proportional hazards model
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- A tutorial on Fisher information
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- Minimax optimal estimation in partially linear additive models under high dimension
- Efficient semiparametric estimation and model selection for multidimensional mixtures
- Conditional kernel density estimation for some incomplete data models
- Semiparametric efficient adaptive estimation of the GJR-GARCH model
- Efficient semiparametric estimators via modified profile likelihood
- Sieve empirical likelihood ratio tests for nonparametric functions
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Efficient estimation of Banach parameters in semiparametric models
- Cramér-Rao revisited
- A generalized partially linear framework for variance functions
- On negative outcome control of unobserved confounding as a generalization of difference-in-differences
- Semiparametric efficiency bounds for high-dimensional models
- Asymptotic theory for the correlated gamma-frailty model
- On a semiparametric survival model with flexible covariate effect
- Efficient estimation from right-censored data when failure indicators are missing at random
- Linear regression with interval censored data
- Smooth goodness-of-fit tests for composite hypothesis in hazard based models
- Testing uniformity versus a monotone density
- How informative is the initial condition in the dynamic panel model with fixed effects?
- Efficiency comparisons of maximum-likelihood-based estimators in GARCH models
- Asymptotically uniformly most powerful tests in parametric and semiparametric models
- Efficient maximum likelihood estimation in semiparametric mixture models
- Asymptotic efficiency of estimates for models with incidental nuisance parameters
- Efficient estimation in the bivariate censoring model and repairing NPMLE
- Efficient estimation for the proportional hazards model with interval censoring
- Adaptive estimation in a random coefficient autoregressive model
- On nonparametric regression for iid observations in a general setting
- Large sample theory of maximum likelihood estimates in semiparametric biased sampling models.
- Semi-parametric estimation in the nonlinear structural errors-in-variables model
- Consistent estimation of mixture complexity.
- Lucien Le Cam 1924--2000.
- The statistical work of Lucien Le Cam.
- Unified methods for censored longitudinal data and causality
- Tests against inequality constraints in semiparametric models
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