scientific article; zbMATH DE number 3083069

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On Bayes procedures
Identification of stochastic nonlinear models using optimal estimating functions
A jackknife type approach to statistical model selection
scientific article; zbMATH DE number 7387543 (Why is no real title available?)
The semiparametric Bernstein-von Mises theorem
Bernstein-von Mises theorem for linear functionals of the density
Asymptotic normality with small relative errors of posterior probabilities of half-spaces
Information theory and superefficiency
Asymptotic efficiency in estimation with conditional moment restrictions
A constrained risk inequality with applications to nonparametric functional estimation
The asymptotic spread of estimators
Two estimators of the mean of a counting process with panel count data.
An asymptotic minimax theorem of order \(n^{-1/2}\)
Inference in stochastic processes. II
Optimal learning and experimentation in bandit problems.
Bayesian frequentist hybrid inference
Efficient robust estimates in parametric models
Exact adaptive confidence intervals for linear regression coefficients
On-line maximum likelihood prediction with respect to general loss functions
The Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean
Bayesian nonparametric statistical inference for Poisson point processes
A uniform \(L^1\) law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimator
Asymptotic properties of posterior distributions
On the strong consistency of asymptotic \(M\)-estimators
Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics
A modified bootstrap for branching processes with immigration
More higher-order efficiency: Concentration probability
Algorithmic randomness and monotone complexity on product space
Nonparametric estimation over shrinking neighborhoods: superefficiency and adaptation
Asymptotic normality of posterior distributions for generalized linear mixed models
Asymptotically similar criteria
Asymptotic posterior normality for multiparameter problems
Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity.
Kullback-Leibler aggregation and misspecified generalized linear models
An inverse of Sanov's theorem
On information pooling, adaptability and superefficiency in nonparametric function estimation
Asymptotic normality of the posterior given a statistic
Some developments in semiparametric statistics
scientific article; zbMATH DE number 7415111 (Why is no real title available?)
Maximum likelihood principle and model selection when the true model is unspecified
Robust weighted orthogonal regression in the errors-in-variables model
A modified bootstrap for autoregression without stationarity
Sequential estimators and the Cramer-Rao lower bound
Efficient functional estimation and the super-oracle phenomenon
Bayesian Probabilistic Numerical Methods
Optimal estimation under nonstandard conditions
Confidence distributions: a review
Consistency of semiparametric maximum likelihood estimators for two-phase sampling
Sharp rates of convergence of maximum likelihood estimators in nonparametric models
Numerical Bayesian inference with arbitrary prior
On the normality a posteriori for exponential distributions, using the Bayesian estimation
Nonparametric maximum-likelihood estimation of probability measures: existence and consist\-en\-cy
A Bayesian hierarchical copula model
Statistical estimation with model selection
Some contributions to the asymptotic theory of Bayes solutions
Non-parametric applications of an infinite dimensional convolution theorem
Asymptotic behaviour of the predictive density in the exchangeable case
Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
Efficiency of estimators for partially specified filtered models
Asymptotic inference for stochastic processes
Minorant methods of stochastic global optimization
Inférence statistique dans les processus stochastiques: Aperçu historique
Asymptotic Risk and Bayes Risk of Thresholding and Superefficient Estimates and Optimal Thresholding
Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization
Asymptotic properties of Bayesian-type estimates in the competing risk model under random censoring
Fluctuations of posterior distributions of quadratically differentiable experiments
scientific article; zbMATH DE number 3369623 (Why is no real title available?)
A revisit to Le Cam's first lemma
Stein 1956: Efficient nonparametric testing and estimation
On Bayesian consistency for flows observed through a passive scalar
Aggregation of estimators and stochastic optimization
Statistical inference for a repairable system subject to shocks: classical vs. Bayesian
Global asymptotic properties of risk functions in estimation
Approximate Bayesian computation using asymptotically normal point estimates
Informed sub-sampling MCMC: approximate Bayesian inference for large datasets
Neyman, Markov processes and survival analysis
On Hodges' superefficiency and merits of oracle property in model selection
Characterization of the topologies used in the theory of maximum likelihood estimation
Estimation of smooth functionals of location parameter in Gaussian and Poincaré random shift models.
Frequentist consistency of variational Bayes

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