scientific article; zbMATH DE number 3336441
From MaRDI portal
Publication:5613624
Cited in
(21)- A class of autoregressive models for predicting the final claims amount
- The asymptotic spread of estimators
- Zur Optimalitaet des F-Testes für lineare Hypothesen über lineare Modelle mit gemischten Effekten
- Martingales and the Robbins-Monro procedure in \(D[0,1]\)
- The asymptotic efficacies and relative efficiencies of various linear rank tests for independence
- Berechnung stochastischer Termine
- Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case
- ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS
- Two-sample goodness-of-fit tests when ties are present
- Non-parametric sequential tests for symmetry
- Further results on asymptotic normality. II
- Nonparametric two-sample tests for increasing convex order
- How do bootstrap and permutation tests work?
- Permutation tests - a revival?! I: Optimum properties
- The asymptotic properties of maximum likelihood estimators of marked Poisson processes with a cyclic intensity measure
- Asymptotic power properties of the Cramer-von Mises test under contiguous alternatives
- Methods for the Analyses of Case-Cohort Studies
- Asymptotic relative efficiency of tests at the boundary of regular statistical models
- A credibility approach for combining likelihoods of generalized linear models
- Studentized permutation tests for non-i.i.d. hypotheses and the generalized Behrens-Fisher problem
- Testing the fit of relational models
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 Q5613624)
