The following pages link to (Q3288488):
Displaying 50 items.
- Maximum likelihood estimation for Wishart processes (Q326826) (← links)
- Asymptotic power of sphericity tests for high-dimensional data (Q366967) (← links)
- \(U\)-statistic with side information (Q444948) (← links)
- Asymptotic optimality of estimating function estimator for CHARN model (Q454457) (← links)
- A Cramér-Rao inequality for non-differentiable models (Q456637) (← links)
- Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function (Q495365) (← links)
- The contiguity of probability measures and asymptotic inference in continuous time stationary diffusions and Gaussian processes with known covariance (Q594514) (← links)
- On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling (Q631555) (← links)
- Contiguity and irreconcilable nonstandard asymptotics of statistical tests (Q642210) (← links)
- Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors (Q707402) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- Parametric estimation. Finite sample theory (Q741810) (← links)
- Weighted least squares estimators in possibly misspecified nonlinear regression (Q745319) (← links)
- Quadratic semiparametric von Mises calculus (Q745337) (← links)
- Asymptotic properties of the likelihood ratio of independent observations (Q753324) (← links)
- On necessary and sufficient conditions for convergence of probability measures in variation (Q799016) (← links)
- Asymptotic minimax estimation in semiparametric models (Q811051) (← links)
- The convolution theorem for estimating linear functionals in indirect nonparametric regression models (Q866624) (← links)
- On the consistency of the maximum likelihood estimator for the three parameter lognormal distribution (Q894574) (← links)
- Efficient inference about the tail weight in multivariate Student \(t\) distributions (Q897633) (← links)
- Divisible statistics (Q918586) (← links)
- A LAN based Neyman smooth test for Pareto distributions (Q935416) (← links)
- Locally best rotation-invariant rank tests for modal location (Q997004) (← links)
- Asymptotically efficient two-sample rank tests for modal directions on spheres (Q1000572) (← links)
- Optimal local Gaussian approximation of an exponential family (Q1085905) (← links)
- Limits of translation invariant experiments (Q1088319) (← links)
- Efficient estimation in some missing data problems (Q1100827) (← links)
- An asymptotic derivation of Neyman's \(C(\alpha)\) test (Q1110943) (← links)
- Asymptotic properties of Rao's test for testing hypotheses in discrete parameter stochastic processes (Q1116250) (← links)
- Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes (Q1136460) (← links)
- Asymptotic expansion of the log-likelihood function based on stopping times defined on a Markov process (Q1145951) (← links)
- Local asymptotic normality for progressively censored likelihood ratio statistics and applications (Q1169990) (← links)
- Estimation of the distribution function of noise in stationary processes (Q1179289) (← links)
- Estimation of open dwell time and problems of identifiability in channel experiments (Q1200650) (← links)
- Some specific contiguous alternatives to the normal error assumption in linear models (Q1209700) (← links)
- On statistical methods in neuronal spike-train analysis (Q1248878) (← links)
- Asymptotically most powerful rank tests for multivariate randomness against serial dependence (Q1262052) (← links)
- Estimation in two sample type II censoring models (Q1263188) (← links)
- The Chibisov-O'Reilly theorem for empirical processes under contiguous measures (Q1314697) (← links)
- Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives (Q1327553) (← links)
- Large sample inference for conditional exponential families with applications to nonlinear time series (Q1330176) (← links)
- On adaptive estimation in nonstationary ARMA models with GARCH errors (Q1429320) (← links)
- R-estimation in autoregression with square-integrable score function (Q1604625) (← links)
- Nonparametric specification testing via the trinity of tests (Q1706455) (← links)
- Semiparametric efficient adaptive estimation of the GJR-GARCH model (Q1756033) (← links)
- Aligned rank statistics for repeated measurement models with orthonormal design, employing a Chernoff-Savage approach (Q1763444) (← links)
- Maximum empirical likelihood estimation and related topics (Q1786582) (← links)
- Optimality and sub-optimality of PCA. I: Spiked random matrix models (Q1800806) (← links)
- Asymptotic optimal inference for a class of nonlinear time series models (Q1802320) (← links)
- Local asymptotic normality for autoregression with infinite order (Q1813482) (← links)
