scientific article; zbMATH DE number 847272

MaRDI QIDQ4865046zbMATH OpenFDO

Authors Thomas S. Ferguson

Publication date 25 February 1996

Recommendations

A Course in Mathematical Statistics and Large Sample Theory
scientific article; zbMATH DE number 1249686
scientific article; zbMATH DE number 1474027
Asymptotic theory of statistics and probability
Large Sample Techniques for Statistics

Cited in

(only showing first 100 items - show all)

Monte Carlo maximum likelihood estimation for discretely observed diffusion processes
Concomitants of order statistics for dependent samples
Large sample interval mapping method for genetic trait loci in finite regression mixture models
On the mean and variance of response times under the diffusion model with an application to parameter estimation
A-dependence statistics for mutual and serial independence of categorical variables
Markov models for digraph panel data: Monte Carlo-based derivative estimation
A nonparametric approach to 3D shape analysis from digital camera images. I.
Minimum \(\varphi\)-divergence estimator and \(\varphi\)-divergence statistics in generalized linear models with binary data
A general algorithm for covariance modeling of discrete data
Response dimension reduction for the conditional mean in multivariate regression
Asymptotics of estimating equations under natural conditions.
A new general interpretation of the Stein estimate and how it adapts: Applications.
Statistical inference for finite Markov chains based on divergences
A theorem on uniform convergence of stochastic functions with applications
Asymptotic properties of maximum weighted likelihood estimators.
The asymptotic variance of subspace estimates.
A quadratic bootstrap method and improved estimation in logistic regression.
A goodness-of-fit test for elliptical distributions with diagnostic capabilities
Bandwidth selection for kernel density estimators of multivariate level sets and highest density regions
Some new statistics for testing point null hypotheses with prior information
Estimation after adaptive allocation
Importance sampling for families of distributions
Minimum \(\phi\)-divergence estimators with constraints in multinomial populations
Asymptotic analysis of the random walk metropolis algorithm on ridged densities
Family of power divergence spatial scan statistics
Stable estimation of a covariance matrix guided by nuclear norm penalties
Random cyclic polygons from Dirichlet distributions and approximations of \(\pi\)
A new bivariate Poisson common shock model covering all possible degrees of dependence
Robust estimation in stochastic frontier models
On the relation between the true and sample correlations under Bayesian modelling of gene expression datasets
Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance
A uniform \(L^1\) law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimator
Testing with exponentially tilted empirical likelihood
General Gaussian estimation
Generalized bootstrap for estimating equations
Two estimators of the mean of a counting process with panel count data.
The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis.
Nonparametic estimation of location and dispersion on Riemannian manifolds
Multinomial-Poisson homogeneous models for contingency tables.
A note on the sampling properties of the Vincentizing (quantile averaging) procedure
An estimation procedure for the Linnik distribution
Tests of measurement invariance without subgroups: a generalization of classical methods
Analysis of \(\varPhi\)-divergence for loglinear models with constraints under product-multinomial sampling
Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes
Estimation of a discrete monotone distribution
Approximate MLEs for the location and scale parameters of the skew logistic distribution
Estimation of combined site-choice and trip-frequency models of recreational demand using choice-based and on-site samples
Derivative-based generalized sensitivity indices and Sobol' indices
Statistical inference based on bridge divergences
A dynamic individual-based model for high-resolution ant interactions
Diagnostics in a simple correspondence analysis model: an approach based on Cook's distance for log-linear models
Integrated likelihood based inference for nonlinear panel data models with unobserved effects
A shrinkage approach to joint estimation of multiple covariance matrices
Asymptotics of maximum likelihood estimators based on Markov chain Monte Carlo methods
Sequential change point test in the presence of outliers: the density power divergence based approach
Inference for a two-stage enrichment design
New fat-tail normality test based on conditional second moments with applications to finance
Selection and integration of generalized instrumental variables for estimating total effects
Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings
Most powerful test sequences with early stopping options
Optimal subsample selection for massive logistic regression with distributed data
Posterior probabilities: nonmonotonicity, asymptotic rates, log-concavity, and Turán's inequality
Doubly robust semiparametric inference using regularized calibrated estimation with high-dimensional data
Extrapolation estimation in parametric regression models with measurement error
Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics
Consistency of MLE, LSE and M-estimation under mild conditions
A new bivariate distribution with Rayleigh and Lindley distributions as marginals
Consistent maximum likelihood estimation using subsets with applications to multivariate mixed models
Some properties of a Cauchy family on the sphere derived from the Möbius transformations
Identification of stochastic nonlinear models using optimal estimating functions
Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol' indices
Sequential fixed-accuracy confidence intervals for the stress-strength reliability parameter for the exponential distribution: two-stage sampling procedure
A Bayesian nonparametric estimation to entropy
Nonparametric estimation for linear SPDEs from local measurements
On the asymptotic distribution of randomly weighted averages of random vectors
On the relationship between the higher-order factor model and the hierarchical factor model
Standard errors for the class of orthomax-rotated factor loadings: some matrix results
Phi-divergence statistics for the likelihood ratio order: an approach based on log-linear models
Comparing exponential location parameters with several controls under heteroscedasticity
Book review of: Tom Wansbeek and Erik Meijer, Measurement error and latent variables in econometrics
Mean comparison: manifest variable versus latent variable
Bias in estimation of misclassification rates
Asymptotic normality of nonparametric estimate for zero-utility premiums
Robust functional regression based on principal components
A remark on certain classic criteria of mathematical statistics
Deviations for jumping times of a branching process indexed by a Poisson process
Adaptive test for ergodic diffusions plus noise
Statistical inference for the location and scale parameters of the skew normal distribution
Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process
Analytic standard errors for exploratory process factor analysis
On the asymptotic behavior of randomly weighted averages
Robust estimation for the covariance matrix of multivariate time series based on normal mixtures
Multivariate nonparametric test of independence
On leaf related statistics in recursive tree models
Maximum L\(q\)-likelihood estimation
Non-identifiable parametric probability models and reparametrization
On convergence of Fisher informations in continuous models with quantized observations
Improving the convergence rate and speed of Fisher-scoring algorithm: ridge and anti-ridge methods in structural equation modeling
On the asymptotics of minimum disparity estimation
Substationarity for spatial point processes

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4865046)