scientific article; zbMATH DE number 3103824
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Publication:5842591
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(only showing first 100 items - show all)- \(e\): the master of all
- Empirical likelihood for estimating equations with missing values
- Statistics to measure correlation for data mining applications
- Estimating quantiles under sampling on two occasions with arbitrary sample designs
- Improving the performance of kurtosis estimator
- Increasing the power: a practical approach to goodness-of-fit test for logistic regression models with continuous predictors
- A maximum likelihood method for an asymmetric MDS model
- A non-parametric test for independence based on symbolic dynamics
- Multivariate regression models for panel data
- A remark on serial correlation in maximum likelihood
- Uniform distribution of some special sequences
- Bayesian analysis of dichotomous quantal response models
- Bounds for the variance of functions of random variables by orthogonal polynomials and Bhattacharya bounds
- An exact rank test for scale under normality using Helmert's transformation
- Weighted averaging of species indicator values: Its efficiency in environmental calibration
- Bayesian analysis of switching regression models
- Rates of uniform convergence of extreme order statistics
- The use of generalized inverses in restricted maximum likelihood
- Factor analysis for non-normal variables
- A simple alternative derivation of a useful theorem in linear errors-in- variables regression models together with some clarifications
- Robust estimation of the structural errors-in-variables model
- Asymptotics of special functions and the central limit theorem on the space \({\mathcal P}_ n\) of positive \(n\times n\) matrices
- On control variate estimators
- On Aki's nonparametric test for symmetry
- On Gaussian-like densities of order greater than two
- Optimal experiment design for identification of large space structures
- Maximum likelihood estimators and worst case optimal algorithms for system identification
- A stopped stochastic approximation algorithm
- Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case
- The minimum inaccuracy estimates in \(\chi ^ 2\) tests for goodness of fit with fuzzy observations
- Stability of random membership frequency and fuzzy statistics
- On the theory of \(C_{\alpha}\)-tests
- Robust estimation and regression with parametric quantile functions
- Detector relative efficiency analysis in non-Gaussian noise
- Limit distributions of sums of m-dependent Bernoulli random variables
- On randomness, determinism and computability
- Bounds on life expectancy for the Rayleigh and Weibull distributions
- A law of small numbers for a mutation process
- An asymptotic relation arising in the decomposition of the likelihood of order statistics
- Large sample nonparametric rejection of outlying observations
- Theory of order statistics
- C. F. Gauss and the theory of errors
- Simulation and flow-systems analysis of the cell cycle
- Cramer-type conditions and quadratic mean differentiability
- The empirical characteristic function and large sample hypothesis testing
- Maximum likelihood estimation of econometric frontier functions
- On linear classification procedures between two categories with known mean vectors and covariance matrices
- Maximum likelihood and prediction error methods
- Asymptotic inference for stochastic processes
- An extension of the Cramer-Rao inequality for a sequential procedure without assuming regularity conditions
- The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors
- Estimation using type I censoring for a class of life-time distributions
- Approximate maximum likelihood estimation with data sets that exceed computer limits
- On helical and Delta-helical surfaces in Hilbert space
- Linear prediction and estimation methods for regression models with stationary stochastic coefficients
- Method-of-moments estimators of stable distribution parameters
- Information geometry in functional spaces of classical and quantum finite statistical systems
- The asymptotic distribution of commonality components
- Probability and explanation
- On the behavior of inconsistent instrumental variable estimators
- A reply to Professors Maasoumi and Phillips
- Statistical inference using maximum likelihood estimation and the generalized likelihood ratio when the true parameter is on the boundary of the parameter space
- Stochastic sensitivity analysis
- A probabilistic stress-strength model and its application to fatigue failure in gun barrels
- Optimal parameter estimation under zero-excess assumptions in a classical model
- Deficiencies of combined rank tests
- Public capital and international labor productivity. Tests based on median-unbiased estimation
- A comparative study of association measures
- Bayesian inference in error-in-variables models
- Estimation of latent ability and item parameters when there are omitted responses
- Joint asymptotic multinormality for a class of rank order statistics in multivariate paired comparisons
- Estimation of the state of a nonlinear process in the presence of nongaussian noise and disturbances
- Retention function of all segments of IUD usage: A compound distribution
- Estimation of some functional of the population distribution based on a stratified random sample
- Complex random fields
- The area above the ordinal dominance graph and the area below the receiver operating characteristic graph
- Sufficient conditions for the uniqueness of parameter estimates from binary-response data
- Estimation of the Pareto law from underreported data. A further analysis
- A rapprochement of the theories of radiative transfer and linear stochastic estimation
- On estimating the parameter of a truncated geometric distribution by the method of moments
- A comparative study of finite sample properties of band spectrum regression estimators
- Statistical analysis of Fourier coefficients in a restricted harmonic dial
- Asymptotic normality of the maximum likelihood estimate in the independent not identically distributed case
- Random effects in biomedical flow systems
- Evaluation of automated ECG monitoring: Theoretical model based upon point process techniques
- A remark on the tail probability of a distribution
- Possibility and cost in decision analysis
- The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model
- Testing independence of variates in an infinitely divisible random vector
- A class of multivariate symmetric stable distributions
- Efficient estimation of income distribution parameters
- Posterior distribution for the multiple correlation coefficient with fixed regressors
- Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix
- Average case analysis of region search in balanced k-d trees
- Estimating the parameters of a truncated normal distribution
- Empirical bounds for ruin probabilities
- Estimation of functions of population means and regression coefficients including structural coefficients. A minimum expected loss (MELO) approach
- The statistical analysis of a Thurstonian model for rating chess players
- Robustification of estimators by winsorizing on ellipsoids
- A remark on approximate \(M\)-estimators
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