The following pages link to Theory of statistics (Q1899055):
Displaying 50 items.
- On asymptotics related to classical inference in stochastic differential equations with random effects (Q273753) (← links)
- MCMC maximum likelihood for latent state models (Q276938) (← links)
- The philosophy of Bayes factors and the quantification of statistical evidence (Q296918) (← links)
- Inference in a synchronization game with social interactions (Q301960) (← links)
- Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences (Q344268) (← links)
- Consistency under sampling of exponential random graph models (Q355086) (← links)
- Sets of probability distributions, independence, and convexity (Q382995) (← links)
- Groups acting on Gaussian graphical models (Q385776) (← links)
- Likelihood decision functions (Q391837) (← links)
- Isoseparation and robustness in parametric Bayesian inference (Q421437) (← links)
- The log-linear group-lasso estimator and its asymptotic properties (Q442085) (← links)
- A class of measure-valued Markov chains and Bayesian nonparametrics (Q442087) (← links)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- Theory and computations for the Dirichlet process and related models: an overview (Q505261) (← links)
- Filtering discrete time nonlinear systems with unknown parameters: a nonparametric approach. (Q557113) (← links)
- Concentration inequalities and laws of large numbers under epistemic and regular irrelevance (Q622265) (← links)
- How cognitive modeling can benefit from hierarchical Bayesian models (Q631933) (← links)
- Asymptotic properties of maximum likelihood estimators in models with multiple change points (Q637080) (← links)
- Simulation and estimation of extreme quantiles and extreme probabilities (Q649122) (← links)
- Securitizing and tranching longevity exposures (Q659204) (← links)
- Generating a probability measure from a fractal structure (Q777311) (← links)
- On classical and Bayesian asymptotics in state space stochastic differential equations (Q783279) (← links)
- Intrinsic credible regions: an objective Bayesian approach to interval estimation (with comments and rejoinder) (Q820203) (← links)
- Bayesian model learning based on predictive entropy (Q853783) (← links)
- On the interaction between exemplar-based concepts and a response scaling process (Q882298) (← links)
- On Bayesian asymptotics in stochastic differential equations with random effects (Q893977) (← links)
- Estimating beta-mixing coefficients via histograms (Q902219) (← links)
- How uncertain do we need to be? (Q907889) (← links)
- Improved likelihood-based inference for the stationary AR(2) model (Q963904) (← links)
- Sequential Monte Carlo pricing of American-style options under stochastic volatility models (Q977632) (← links)
- Symmetric measures via moments (Q1002558) (← links)
- A maximum-likelihood estimator with infinite error (Q1036695) (← links)
- On random tomography with unobservable projection angles (Q1043740) (← links)
- Two useful distributions for Bayesian predicitve procedures under normal models (Q1298931) (← links)
- Bayesian analysis of censored data (Q1304099) (← links)
- Tail-measurability in monotone latent variable models (Q1387695) (← links)
- Large sample Bayesian analysis for Geo\(/G/1\) discrete-time queueing models (Q1583888) (← links)
- Nonsubjective Bayes testing -- an overview (Q1600723) (← links)
- Efficient estimation of general linear mixed effects models (Q1600753) (← links)
- Bayesian predictiveness, exchangeability and sufficientness in bacterial taxonomy (Q1602623) (← links)
- Some observations on induction in predicate probabilistic reasoning (Q1610610) (← links)
- A theoretical note on the prior information criterion (Q1680995) (← links)
- The principles of informational genomics (Q1682867) (← links)
- Dealing with reflection invariance in Bayesian factor analysis (Q1695626) (← links)
- Conditional density estimation using the local Gaussian correlation (Q1702011) (← links)
- The locally Gaussian density estimator for multivariate data (Q1703839) (← links)
- Bounds on the minimax rate for estimating a prior over a VC class from independent learning tasks (Q1704568) (← links)
- A review of Bayesian asymptotics in general insurance applications (Q1707556) (← links)
- Bootstrap -- an exploration (Q1731214) (← links)
- The interplay of Bayesian and frequentist analysis (Q1766315) (← links)
