scientific article; zbMATH DE number 846072
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- A characterization of limiting distributions of regular estimates
- Asymptotic Efficiency of the Maximum Likelihood Estimator
- Asymptotic efficiency of the maximum likelihood estimator
- Bootstrap methods in statistics
- Bootstrap methods: another look at the jackknife
- Contributions to a general asymptotic statistical theory. With the assistance of W. Wefelmeyer
- Estimated sampling distributions: The bootstrap and competitors
- Estimating a distribution function
- Estimation with quadratic loss.
- F. Y. Edgeworth and R. A. Fisher on the efficiency of maximum likelihood estimation
- Large-Sample Theory: Parametric Case
- Limit expressions for the risk of james‐stein estimators
- Non-parametric applications of an infinite dimensional convolution theorem
- On Fisher's Bound for Asymptotic Variances
- On rereading R. A. Fisher
- On the Efficiency of a Class of Non-Parametric Estimates
- On the asymptotic information bound
- On the limiting distribution of a sequence of estimators with uniformity property
- Optimal filtering of square-integrable signals in Gaussian noise
- Parametric statistical theory: with the assistance of R. Hamböker
- Some applications of the asymptotic distribution of likelihood functions to the asymptotic efficiency of estimates
- Some asymptotic theory for the bootstrap
- The Three-Parameter Lognormal Distribution and Bayesian Analysis of a Point-Source Epidemic
Cited in
(5)- An alternative regularity condition for Hájek's representation theorem
- Non-parametric applications of an infinite dimensional convolution theorem
- Efficient estimation of spectral functionals for continuous-time stationary models
- The Hájek convolution theorem and empirical Bayes estimation: Parametrics, semiparametrics and nonparametrics
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