The following pages link to (Q3996154):
Displaying 50 items.
- A new algorithm for computing the multivariate Faà di Bruno's formula (Q106023) (← links)
- An extended empirical saddlepoint approximation for intractable likelihoods (Q127258) (← links)
- Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods (Q272057) (← links)
- Some integrals involving multivariate Hermite polynomials: application to evaluating higher-order local powers (Q273719) (← links)
- Saddlepoint approximations for continuous-time Markov processes (Q278194) (← links)
- Parameter estimation and bias correction for diffusion processes (Q302098) (← links)
- Between data cleaning and inference: pre-averaging and robust estimators of the efficient price (Q308366) (← links)
- Copula regression spline models for binary outcomes (Q340845) (← links)
- Natural statistics for spectral samples (Q355128) (← links)
- Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
- Asymptotic cumulants of the estimator of the canonical parameter in the exponential family (Q393634) (← links)
- Tree cumulants and the geometry of binary tree models (Q408105) (← links)
- Estimating dynamic panel data discrete choice models with fixed effects (Q451257) (← links)
- Expansions for log densities of asymptotically normal estimates (Q451385) (← links)
- Conjugate connections on statistical manifolds (Q462525) (← links)
- A Gaussian calculus for inference from high frequency data (Q470517) (← links)
- Minimum distance estimation of the errors-in-variables model using linear cumulant equations (Q473243) (← links)
- Multi-scale tests for serial correlation (Q473345) (← links)
- Moments and cumulants of a mixture (Q496943) (← links)
- Goodness of fit of product multinomial regression models to sparse data (Q505997) (← links)
- A Monte Carlo multi-asset option pricing approximation for general stochastic processes (Q508289) (← links)
- Optimal Berry-Esseen bound for statistical estimations and its application to SPDE (Q512025) (← links)
- Tests for multivariate normality based on canonical correlations (Q520396) (← links)
- Improved additive adjustments for the LR/ELR test statistics (Q553053) (← links)
- The information matrix, skewness tensor and \(\alpha\)-connections for the general multivariate elliptic distribution (Q582771) (← links)
- Symmetric tensor decomposition (Q603116) (← links)
- Computing symmetric rank for symmetric tensors (Q607160) (← links)
- Empirical likelihood for quantile regression models with longitudinal data (Q622464) (← links)
- Higher secant varieties of \(\mathbb P^n \times \mathbb P^n\) embedded in bi-degree \((1,d)\) (Q649850) (← links)
- On Bayes inference for a bathtub failure rate via S-paths (Q652598) (← links)
- On the relation between the linear factor model and the latent profile model (Q658136) (← links)
- Comments on ``Unbiased estimates for moments and cumulants in linear regression'' (Q665069) (← links)
- On a small sample adjustment for the profile score function in semiparametric smoothing models (Q700154) (← links)
- Cumulants and convolutions via Abel polynomials (Q709249) (← links)
- Studies of information quantities and information geometry of higher order cumulant spaces (Q716255) (← links)
- Quasi-maximum likelihood estimation of volatility with high frequency data (Q736702) (← links)
- Estimating covariation: Epps effect, microstructure noise (Q737259) (← links)
- Edgeworth expansions for realized volatility and related estimators (Q737276) (← links)
- Concise formulae for the cumulant matrices of a random vector (Q745206) (← links)
- Bartlett-type modification for Rao's efficient score statistic (Q749071) (← links)
- Edgeworth expansions for GEL estimators (Q765836) (← links)
- Further results for \(Z\)-eigenvalue localization theorem for higher-order tensors and their applications (Q829560) (← links)
- Higher-order approximate confidence intervals (Q830725) (← links)
- On the Wick theorem for mixtures of centered Gaussian distributions (Q847905) (← links)
- Some statistical applications of Faa di Bruno (Q853944) (← links)
- Asymptotic expansions of the null distributions of some test statistics for profile analysis in general distributions (Q861220) (← links)
- Covariance chains (Q882884) (← links)
- Higher-order asymptotics for scoring rules (Q894781) (← links)
- On photon statistics parametrized by a non-central Wishart random matrix (Q900761) (← links)
- Dealing with monotone likelihood in a model for speckled data (Q901509) (← links)
