scientific article; zbMATH DE number 3200227
From MaRDI portal
Publication:5736619
Cited in
(10)- An optimality criterion for vector unbiased statistical estimation functions
- Moment based approaches to Value the Risk of contingent claim portfolios
- Optimal unbiased statistical estimating functions for Hilbert space valued parameters
- Optimal estimating functions, quasi-likelihood and statistical modelling
- Orthogonal projections and the geometry of estimating functions.
- An extension of quasi-likelihood estimation
- Unbiased statistical estimation functions for parameters in presence of nuisance parameters
- Optimal estimating function for estimation and prediction in semi-parametric models
- Some aspects of the theory of estimating equations
- Estimating functions in the Bayesian paradigm
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 Q5736619)