Pages that link to "Item:Q3268660"

The following pages link to Maximum-Likelihood Estimation of Parameters Subject to Restraints (Q3268660):

Displayed 50 items.

• Reduced rank regression with autoregressive errors (Q579823) ‎ (← links)
• Test for normality in the econometric disequilibrium markets model (Q788454) ‎ (← links)
• Inference for earthquake models: A self-correcting model (Q796230) ‎ (← links)
• A general approach to Lagrange multiplier model diagnostics (Q801625) ‎ (← links)
• On constrained maximum likelihood estimation with non-i.i.d. observations (Q802243) ‎ (← links)
• Parameter estimation in linear multinomial models (Q804152) ‎ (← links)
• Parametric estimation of discretely sampled Gamma-OU processes (Q867775) ‎ (← links)
• Covariance chains (Q882884) ‎ (← links)
• Asymptotic inference for multiplicative counting processes based on one realization (Q913425) ‎ (← links)
• On tests of homogeneity based on minimum \(\varphi \)-divergence estimator with constraints (Q951919) ‎ (← links)
• A new algorithm for estimating the parameters and their asymptotic covariance in correlation and association models (Q956839) ‎ (← links)
• Testing for and against a set of inequality constraints: The \(k\)-sample case (Q1007482) ‎ (← links)
• On tests of independence based on minimum \(\varphi \)-divergence estimator with constraints: An application to modeling DNA (Q1010450) ‎ (← links)
• An estimation method of the average effect and the different accident risks when modelling a road safety measure: A simulation study (Q1010466) ‎ (← links)
• A test for distributional assumptions for the stochastic frontier functions (Q1056511) ‎ (← links)
• Analysis of covariance and correlation structures (Q1059965) ‎ (← links)
• The use of generalized inverses in restricted maximum likelihood (Q1086945) ‎ (← links)
• Two errors in statistical model fitting (Q1135065) ‎ (← links)
• Local and global identification and strong consistency in time series models (Q1148645) ‎ (← links)
• Granger-causality in multiple time series (Q1162337) ‎ (← links)
• Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method (Q1167506) ‎ (← links)
• Covariance structure analysis in several populations (Q1171346) ‎ (← links)
• Time-dependent coefficients in a Cox-type regression model (Q1180182) ‎ (← links)
• Nonlinear models, rescaling and test invariance (Q1200018) ‎ (← links)
• The estimation of a multivariate linear relation (Q1242399) ‎ (← links)
• Time-dependent coefficients in a multi-event model for survival analysis (Q1298983) ‎ (← links)
• A note on Silvey's (1959) theorem (Q1382231) ‎ (← links)
• Constrained covariance matrix estimation in road accident modelling with Schur complements (Q1428317) ‎ (← links)
• Results on nonlinear least squares estimators under nonlinear equality constraints (Q1600733) ‎ (← links)
• Minimum \(\phi\)-divergence estimators with constraints in multinomial populations (Q1600754) ‎ (← links)
• \(M\)-estimation for dependent random variables (Q1613086) ‎ (← links)
• Inference functions and quadratic score tests (Q1764309) ‎ (← links)
• Asymptotics of estimates in constrained nonlinear regression with long-range dependent innova\-tions (Q1768125) ‎ (← links)
• A Schur complement approach for computing subcovariance matrices arising in a road safety measure modelling (Q1775592) ‎ (← links)
• Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors (Q1807062) ‎ (← links)
• Maximum likelihood methods for a generalized class of log-linear models (Q1816596) ‎ (← links)
• Robust inference for variance components models for single trees of cell lineage data (Q1816977) ‎ (← links)
• Asymptotically similar criteria (Q1836235) ‎ (← links)
• Restrictions on variables (Q1836263) ‎ (← links)
• Marginal models for categorical data (Q1848933) ‎ (← links)
• An appraisal of some aspects of statistical inference under inequality constraints (Q1866184) ‎ (← links)
• Variable selection for structural models (Q1866230) ‎ (← links)
• Maximum quasilikelihood estimation for a simplified NEAR(1) model. (Q1871216) ‎ (← links)
• Multinomial-Poisson homogeneous models for contingency tables. (Q1884617) ‎ (← links)
• Specification testing in Markov-switching time-series models (Q1906290) ‎ (← links)
• Maximum likelihood estimation for generalized semi-Markov processes (Q1911472) ‎ (← links)
• Analysis of divergence in loglinear models when expected frequencies are subject to linear constraints (Q2432633) ‎ (← links)
• An implicit function approach to constrained optimization with applications to asymptotic expansions (Q2476147) ‎ (← links)
• A person fit test for IRT models for polytomous items (Q2517868) ‎ (← links)
• Inequality constrained maximum likelihood estimation (Q2525482) ‎ (← links)