Publication:5725134
From MaRDI portal
zbMath0116.10903MaRDI QIDQ5725134
Publication date: 1963
Related Items
A characterization of limiting distributions of regular estimates, Minimum disparity inference and the empty cell penalty: asymptotic results, Parameter estimation in linear multinomial models, More comparisons of MLE with UMVUE for exponential families, Stochastic specification and estimation of share equation systems, A note on asymptotic unbiasedness of estimates, Asymptotic inference for stochastic processes, GMM, maximum likelihood, and nonparametric efficiency, Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe, A third-order optimum property of the maximum likelihood estimator, On an optimal asymptotic property of the maximum likelihood estimator of a parameter from a stochastic process, Some notes on the statistical properties of a posteriori Wiener filtering, More higher-order efficiency: Concentration probability, Asymptotic expansions of Bayes estimators for small diffusions, A generalization of Kendall's tau and the asymptotic efficiency of the corresponding independence test., On preferred point geometry in statistics, On the limiting distribution of a sequence of estimators with uniformity property, Two criteria of goodness-of-fit for Cauchy distribution based on characterizations, Deficiencies of minimum discrepancy estimators
