Pages that link to "Item:Q1216127"
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The following pages link to Adaptive maximum likelihood estimators of a location parameter (Q1216127):
Displayed 50 items.
- Between data cleaning and inference: pre-averaging and robust estimators of the efficient price (Q308366) (← links)
- A robust, adaptive M-estimator for pointwise estimation in heteroscedastic regression (Q396020) (← links)
- A Robbins-Monro procedure for estimation in semiparametric regression models (Q447819) (← links)
- Efficient estimation of the semiparametric spatial autoregressive model (Q530965) (← links)
- Estimation of Fisher information using model selection (Q604638) (← links)
- A class of optimal tests for symmetry based on local Edgeworth approximations (Q638770) (← links)
- An adaptive estimation of MAVE (Q643296) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- Integral approximation by kernel smoothing (Q726736) (← links)
- Asymptotic minimax estimation in semiparametric models (Q811051) (← links)
- Maximum likelihood robust regression by mixture models (Q851811) (← links)
- Large sample properties of kernel-type score function estimators (Q908630) (← links)
- Peakedness and peakedness ordering in symmetric distributions (Q1002343) (← links)
- A bootstrap approach to test the conditional symmetry in time series models (Q1019981) (← links)
- Optimal detection of Fechner-asymmetry (Q1031761) (← links)
- A penalty method for nonparametric estimation of the logarithmic derivative of a density function (Q1066584) (← links)
- Empirical Bayes estimation in functional and structural models, and uniformly adaptive estimation of location (Q1086937) (← links)
- A note on the construction of asymptotically linear estimators (Q1096991) (← links)
- Limits of experiments associated with sampling plans (Q1111266) (← links)
- Asymptotic distribution of nonparametric estimates of distribution functions under a symmetry condition (Q1116573) (← links)
- Adaptive estimation in time series regression models (Q1203090) (← links)
- An information-theoretic framework for robustness (Q1207620) (← links)
- Approximate maximum likelihood estimation in linear regression (Q1260703) (← links)
- Adaptive estimation of cointegrating regressions with ARMA errors (Q1298415) (← links)
- A regression approach for estimating the center of symmetry (Q1344817) (← links)
- Optimal smoothing in adaptive location estimation (Q1361761) (← links)
- Robust locally optimal filters: Kalman and Bayesian estimation theory (Q1373380) (← links)
- On asymptotically efficient estimation for a semiparametric regression model (Q1387606) (← links)
- Efficient estimation of Banach parameters in semiparametric models (Q1781163) (← links)
- Local asymptotic normality for autoregression with infinite order (Q1813482) (← links)
- Efficient maximum likelihood estimation in semiparametric mixture models (Q1816578) (← links)
- Efficient estimation in the two-sample semiparametric location-scale models (Q1822862) (← links)
- Tests against inequality constraints in semiparametric models (Q1866207) (← links)
- Adaptive selection of the best population (Q1923413) (← links)
- Challenging the empirical mean and empirical variance: a deviation study (Q1930659) (← links)
- Adaptive estimation in symmetric location model under log-concavity constraint (Q2044404) (← links)
- Stein 1956: Efficient nonparametric testing and estimation (Q2054465) (← links)
- A nearest neighbour-estimator for the score function (Q2266537) (← links)
- Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models (Q2280589) (← links)
- Adaptive estimation for varying coefficient models (Q2348441) (← links)
- Convergence of the optimal M-estimator over a parametric family of M-estimators (Q2387148) (← links)
- Stein shrinkage and second-order efficiency for semiparametric estimation of the shift (Q2440596) (← links)
- Penalized maximum likelihood and semiparametric second-order efficiency (Q2493551) (← links)
- LAN theorem for non-Gaussian locally stationary processes and its applications (Q2581642) (← links)
- Efficiency improvements in inference on stationary and nonstationary fractional time series (Q2583420) (← links)
- Kernel Density-Based Linear Regression Estimate (Q2873947) (← links)
- A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM (Q2886949) (← links)
- EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION (Q2936836) (← links)
- Adaptive Estimation in Multiple Time Series With Independent Component Errors (Q2968462) (← links)
- Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form (Q3157844) (← links)