Pages that link to "Item:Q1083778"
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The following pages link to Asymptotic methods in statistical decision theory (Q1083778):
Displayed 50 items.
- Estimating the intensity of a random measure by histogram type estimators (Q151295) (← links)
- Checking nonlinear heteroscedastic time series models (Q556432) (← links)
- Measure of information and contiguity (Q581948) (← links)
- Optimal selection of R\&D projects (Q687069) (← links)
- Density deconvolution in the circular structural model (Q697464) (← links)
- Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors (Q707402) (← links)
- A canonical definition of shape (Q730743) (← links)
- Minimax quadratic estimation of a quadratic functional (Q758038) (← links)
- A continuous Gaussian approximation to a nonparametric regression in two dimensions (Q850735) (← links)
- Empirical likelihood in some semiparametric models (Q850746) (← links)
- Extensions to Basu's theorem, factorizations, and infinite divisibility (Q866640) (← links)
- From \(\varepsilon\)-entropy to KL-entropy: analysis of minimum information complexity density estima\-tion (Q869967) (← links)
- An expansion in the exponent for compound binomial approximations (Q926640) (← links)
- Optimal rank-based tests for homogeneity of scatter (Q930654) (← links)
- Information attainable in some randomly incomplete multivariate response models (Q947249) (← links)
- Hájek-Inagaki representation theorem, under a general stochastic processes framework, based on stopping times (Q951208) (← links)
- Testing for sign and amplitude asymmetries using threshold autoregressions (Q956521) (← links)
- Variance function estimation in multivariate nonparametric regression with fixed design (Q958912) (← links)
- Data-based decisions under imprecise probability and least favorable models (Q962888) (← links)
- Finite approximations of data-based decision problems under imprecise probabilities (Q962921) (← links)
- Posterior convergence rates of Dirichlet mixtures at smooth densities (Q995421) (← links)
- Convergence rates of posterior distributions for non iid observations (Q997377) (← links)
- Optimal tests for homogeneity of covariance, scale, and shape (Q1000571) (← links)
- Local power of a Cramér-von Mises type test for parametric autoregressive models of order one (Q1004758) (← links)
- Signed-rank tests for location in the symmetric independent component model (Q1006664) (← links)
- Very accurate posterior approximations based on finite mixtures of the hyperparameters condi\-tionals (Q1010431) (← links)
- Local asymptotic normality for finite dimensional quantum systems (Q1028582) (← links)
- Optimal detection of Fechner-asymmetry (Q1031761) (← links)
- Regions of alternatives with high and low power for goodness-of-fit tests (Q1031763) (← links)
- Strong consistency of maximum likelihood estimators for a discrete-time random field HJM-type interest rate model (Q1041400) (← links)
- Asymptotic equivalence and adaptive estimation for robust nonparametric regression (Q1043738) (← links)
- Optimal local Gaussian approximation of an exponential family (Q1085905) (← links)
- Comparison of location models of Weibull type samples and extreme value processes (Q1092543) (← links)
- Estimates for the closeness of successive convolutions of multidimensional symmetric distributions (Q1094740) (← links)
- Partial likelihood process and asymptotic normality (Q1095545) (← links)
- Limits of experiments associated with sampling plans (Q1111266) (← links)
- Immunization of multiple liabilities (Q1116617) (← links)
- Regularity, partial regularity, partial information process, for a filtered statistical model (Q1123494) (← links)
- Rates of convergence of \(L_p\)-estimators for a density with an infinity cusp (Q1125541) (← links)
- A generalization of asymptotically linear estimators (Q1174117) (← links)
- Changepoint problems and contiguous alternatives (Q1174907) (← links)
- Approximations and time-discretization in testing one-sided hypotheses for the mean of a Gaussian process (Q1185338) (← links)
- Strong consistency of a sieve estimator for the variance in nonlinear regression (Q1195570) (← links)
- Optimal rank-based tests against first-order superdiagonal bilinear dependence (Q1200014) (← links)
- Stochastic methods for neural systems (Q1200640) (← links)
- Estimation of open dwell time and problems of identifiability in channel experiments (Q1200650) (← links)
- Adaptive estimation in time series regression models (Q1203090) (← links)
- Local asymptotic mixed normality for semimartingale experiments (Q1203345) (← links)
- Comparison of location models for stochastic processes (Q1203903) (← links)
- Bootstrap, wild bootstrap, and asymptotic normality (Q1203924) (← links)