scientific article; zbMATH DE number 3083069
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Publication:5823924
zbMATH Open0052.15404MaRDI QIDQ5823924FDOQ5823924
Authors: Lucien Le Cam
Publication date: 1953
Title of this publication is not available (Why is that?)
Cited In (80)
- Approximate Bayesian computation using asymptotically normal point estimates
- Frequentist consistency of variational Bayes
- Aggregation of estimators and stochastic optimization
- On Bayesian consistency for flows observed through a passive scalar
- Informed sub-sampling MCMC: approximate Bayesian inference for large datasets
- On Hodges' superefficiency and merits of oracle property in model selection
- Neyman, Markov processes and survival analysis
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- Characterization of the topologies used in the theory of maximum likelihood estimation
- Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization
- Estimation of smooth functionals of location parameter in Gaussian and Poincaré random shift models.
- A revisit to Le Cam's first lemma
- Stein 1956: Efficient nonparametric testing and estimation
- Global asymptotic properties of risk functions in estimation
- Asymptotic properties of Bayesian-type estimates in the competing risk model under random censoring
- Statistical inference for a repairable system subject to shocks: classical vs. Bayesian
- Fluctuations of posterior distributions of quadratically differentiable experiments
- Inférence statistique dans les processus stochastiques: Aperçu historique
- Asymptotic Risk and Bayes Risk of Thresholding and Superefficient Estimates and Optimal Thresholding
- On the strong consistency of asymptotic \(M\)-estimators
- Numerical Bayesian inference with arbitrary prior
- On the normality a posteriori for exponential distributions, using the Bayesian estimation
- A uniform \(L^1\) law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimator
- The semiparametric Bernstein-von Mises theorem
- Asymptotic efficiency in estimation with conditional moment restrictions
- Bayesian frequentist hybrid inference
- Asymptotic posterior normality for multiparameter problems
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
- Asymptotic normality with small relative errors of posterior probabilities of half-spaces
- Bayesian nonparametric statistical inference for Poisson point processes
- The Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean
- Consistency of semiparametric maximum likelihood estimators for two-phase sampling
- Identification of stochastic nonlinear models using optimal estimating functions
- Bernstein-von Mises theorem for linear functionals of the density
- On Bayes procedures
- Two estimators of the mean of a counting process with panel count data.
- Nonparametric estimation over shrinking neighborhoods: superefficiency and adaptation
- Asymptotic normality of the posterior given a statistic
- An inverse of Sanov's theorem
- Some developments in semiparametric statistics
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- Maximum likelihood principle and model selection when the true model is unspecified
- Robust weighted orthogonal regression in the errors-in-variables model
- Non-parametric applications of an infinite dimensional convolution theorem
- Minorant methods of stochastic global optimization
- Inference in stochastic processes. II
- An asymptotic minimax theorem of order \(n^{-1/2}\)
- Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics
- Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity.
- A Bayesian hierarchical copula model
- Asymptotic behaviour of the predictive density in the exchangeable case
- Sequential estimators and the Cramer-Rao lower bound
- Asymptotic inference for stochastic processes
- Nonparametric maximum-likelihood estimation of probability measures: existence and consist\-en\-cy
- Efficient robust estimates in parametric models
- A modified bootstrap for autoregression without stationarity
- Bayesian Probabilistic Numerical Methods
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- More higher-order efficiency: Concentration probability
- Some contributions to the asymptotic theory of Bayes solutions
- Asymptotic normality of posterior distributions for generalized linear mixed models
- Kullback-Leibler aggregation and misspecified generalized linear models
- Confidence distributions: a review
- A jackknife type approach to statistical model selection
- The asymptotic spread of estimators
- Information theory and superefficiency
- Efficient functional estimation and the super-oracle phenomenon
- Exact adaptive confidence intervals for linear regression coefficients
- A modified bootstrap for branching processes with immigration
- On information pooling, adaptability and superefficiency in nonparametric function estimation
- Sharp rates of convergence of maximum likelihood estimators in nonparametric models
- On-line maximum likelihood prediction with respect to general loss functions
- Efficiency of estimators for partially specified filtered models
- Asymptotically similar criteria
- Optimal learning and experimentation in bandit problems.
- Algorithmic randomness and monotone complexity on product space
- Statistical estimation with model selection
- A constrained risk inequality with applications to nonparametric functional estimation
- Asymptotic properties of posterior distributions
- Optimal estimation under nonstandard conditions
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