Asymptotic Behavior of Some Statistical Estimators II. Limit Theorems for the a Posteriori Density and Bayes’ Estimators
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Publication:4769801
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(20)- On the asymptotic properties of Bayes-type estimators with general loss functions
- Partial quasi-likelihood analysis
- Ildar Abdullovich Ibragimov (on his ninetieth birthday)
- Estimation for diffusion processes from discrete observation
- Asymptotic behavior of M-estimator and related random field for diffusion process
- Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise
- Quasi-likelihood analysis and its applications
- Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field
- The bootstrapped maximum likelihood estimator with an application
- The weak convergence of likelihood ratio random fields and its applications
- Local asymptotic minimax properties of Pitman estimates
- Quasi-likelihood analysis for nonsynchronously observed diffusion processes
- Rare events and Poisson point processes
- Asymptotic results in robust quasi-Bayesian estimation
- Asymptotic expansion of posterior distribution of parameter centered by a \( \sqrt{n} \)-consistent estimate
- Estimates with Asymptotically Uniformly Minimal $d$-Risk
- Two errors in statistical model fitting
- A novel weighted likelihood estimation with empirical Bayes flavor
- Asymptotic behavior of Bayes estimators for hidden Markov models with application to ion channels
- Quasi likelihood analysis of volatility and nondegeneracy of statistical random field
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