The following pages link to (Q4048357):
Displaying 39 items.
- The large deviation for the least squares estimator of nonlinear regression model based on WOD errors (Q281255) (← links)
- Statistically efficient construction of \(a\)-risk-minimizing portfolio (Q444218) (← links)
- Analysis of empirical estimates obtained for Gibbs distribution parameters by the maximum likelihood method (Q465954) (← links)
- On uniformly minimum variance unbiased estimation when no complete sufficient statistics exist (Q595293) (← links)
- The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors (Q787626) (← links)
- On the exponential rate of convergence of the least squares estimator in the nonlinear regression model with Gaussian errors (Q796937) (← links)
- Private provision of discrete public goods (Q834878) (← links)
- The asymptotic properties of maximum likelihood estimators of marked Poisson processes with a cyclic intensity measure (Q1094061) (← links)
- Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case (Q1112529) (← links)
- Bestimmung ungünstiger Dichten durch Minimierung von Abständen bei Verteilungen (Q1132472) (← links)
- A note on asymptotic unbiasedness of estimates (Q1133848) (← links)
- Multilinear estimation of skewness and kurtosis in linear models (Q1136455) (← links)
- On maximum tests for normal distributions (Q1142503) (← links)
- A locally most powerful unbiased test for the proportion of mixture (Q1181089) (← links)
- Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations (Q1293846) (← links)
- On the worst conditional expectation. (Q1413175) (← links)
- Moment inequalities for \(m\)-negatively associated random variables and their applications (Q1685227) (← links)
- On the asymptotic distribution of the Koenker-Bassett estimator for a parameter of the nonlinear model of regression with strongly dependent noise (Q1759968) (← links)
- Consistency for the least squares estimator in nonlinear regression model (Q1771291) (← links)
- Asymptotic behaviour of the predictive density in the exchangeable case (Q1817376) (← links)
- The weak convergence of least squares random fields and its application (Q1819513) (← links)
- Efficient hedging with coherent risk measure (Q1827093) (← links)
- Asymptotically similar criteria (Q1836235) (← links)
- On identification and adaptive estimation for systems with interrupted observations (Q1837666) (← links)
- Statistical tests for fuzzy data (Q1914498) (← links)
- An efficient epistemic uncertainty analysis method using evidence theory (Q1986262) (← links)
- Differential item functioning analysis without a priori information on anchor items: QQ plots and graphical test (Q2066581) (← links)
- Large deviation for a least squares estimator in a nonlinear regression model (Q2454007) (← links)
- Complementarities and macroeconomics: Poisson games (Q2483123) (← links)
- Obituary for Leopold Schmetterer (1919--2004) (Q2494353) (← links)
- Partially Complete Sufficient Statistics Are Jointly Complete (Q2944442) (← links)
- Triserial correlation (Q3352300) (← links)
- Sufficiency in decision processes with continuous observations (Q3470007) (← links)
- An asymptotic result with respect to predictive distributions (Q3473144) (← links)
- (Q3477830) (← links)
- Consistency of Maximum Likelihood Estimators for Multiparameter Markov Chains (Q3816868) (← links)
- (Q3953049) (← links)
- Weak convergence of lease squares process in the smooth case (Q4728050) (← links)
- (Q5687696) (← links)
