The following pages link to (Q3239659):
Displayed 36 items.
- Asymptotic efficiency in semi-parametric models with censoring (Q1083159) (← links)
- Empirical Bayes estimation in functional and structural models, and uniformly adaptive estimation of location (Q1086937) (← links)
- A characterization of translation-invariant experiments admitting adaptive estimates (Q1106582) (← links)
- Asymptotic theorems for estimating the distribution function under random truncation (Q1124242) (← links)
- On asymptotic minimaxity of Kolmogorov and omega-square tests (Q1129423) (← links)
- Minimax estimation of a bounded squared mean (Q1185328) (← links)
- On asymptotic minimaxity of rank tests (Q1200725) (← links)
- Adaptive estimation in time series regression models (Q1203090) (← links)
- Calculating the (local) semiparametric efficiency bounds for the generated regressors problem (Q1209893) (← links)
- Some efficiency bounds for semiparametric discrete choice models (Q1260693) (← links)
- Large deviations for empirical probability measures and statistical tests (Q1336089) (← links)
- A random linear functional approach to efficiency bounds (Q1343137) (← links)
- Semiparametric maximum likelihood estimation of polychotomous and sequential choice models (Q1343376) (← links)
- A regression approach for estimating the center of symmetry (Q1344817) (← links)
- Linear regression with doubly censored data (Q1354489) (← links)
- Estimating the integral of a squared regression function with Latin hypercube sampling (Q1359742) (← links)
- Efficient and adaptive nonparametric test for the two-sample problem (Q1430923) (← links)
- On distinguishability of two nonparametric sets of hypothesis (Q1573125) (← links)
- Asymptotically uniformly most powerful tests in parametric and semiparametric models (Q1816577) (← links)
- Adaptive estimation in a random coefficient autoregressive model (Q1816970) (← links)
- A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations (Q1819506) (← links)
- A remark on semiparametric models (Q1822425) (← links)
- Efficient estimation in the two-sample semiparametric location-scale models (Q1822862) (← links)
- Tests against inequality constraints in semiparametric models (Q1866207) (← links)
- On consistent minimax distinguishability and intermediate efficiency of Cramér--von Mises test (Q1878673) (← links)
- Penalized maximum likelihood and semiparametric second-order efficiency (Q2493551) (← links)
- Adjustments of the profile likelihood from a new perspective (Q2499097) (← links)
- Profile empirical likelihood for parametric and semiparametric models (Q2501354) (← links)
- On estimation and adaptive estimation for locally asymptotically normal families (Q3915791) (← links)
- (Q4008191) (← links)
- (Q4022010) (← links)
- On Asymptotic Minimaxity of Kernel-based Tests (Q4405595) (← links)
- Semiparametric estimation of a functional of the drift coefficient for a non-homogeneous dynamical system with small noise (Q4526147) (← links)
- (Q4864584) (← links)
- A simplified approach to computing efficiency bounds in semiparametric models (Q5939358) (← links)
- A kernel smoothed semiparametric survival model (Q5950626) (← links)