The following pages link to (Q4086554):
Displaying 36 items.
- Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods (Q272057) (← links)
- Information geometry, simulation and complexity in Gaussian random fields (Q293516) (← links)
- \(L\) models and multiple regressions designs (Q451342) (← links)
- Estimating within-household contact networks from egocentric data (Q652344) (← links)
- Detecting chaos and predicting in Dow Jones Index (Q721762) (← links)
- On Rao score and Pearson \(X^2\) statistics in generalized linear models (Q855250) (← links)
- Estimating the within-household infection rate in emerging SIR epidemics among a community of households (Q893833) (← links)
- A model for Gaussian perturbations of graphene (Q904375) (← links)
- Minimax approximations to theoretical models using experimental data (Q921835) (← links)
- On tests of homogeneity based on minimum \(\varphi \)-divergence estimator with constraints (Q951919) (← links)
- Statistical tests of conditional independence between responses and/or response times on test items (Q971533) (← links)
- Testing strategies for model specification (Q1084825) (← links)
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions (Q1092542) (← links)
- Testing the restrictions implied by the rational expectations hypothesis (Q1147483) (← links)
- Information loss with transform methods in system identification: A new set of transforms with high information content (Q1148848) (← links)
- Techniques for estimating parameters in Bartoszynski's virus model (Q1165799) (← links)
- Maximum likelihood estimation in branching process with continuous state space (Q1314718) (← links)
- Spectral GMM estimation of continuous-time processes (Q1398981) (← links)
- Results on nonlinear least squares estimators under nonlinear equality constraints (Q1600733) (← links)
- Testing composite hypothesis based on the density power divergence (Q1711614) (← links)
- Bayesian non-parametric approaches to reconstructing oscillatory systems and the Nyquist limit (Q1782875) (← links)
- Analytic derivatives for estimation of linear dynamic models (Q1825566) (← links)
- Pairs and triplets of DES S-boxes (Q1842515) (← links)
- The Fisher information matrix for linear systems. (Q1853419) (← links)
- Constrained estimation using penalization and MCMC (Q2116360) (← links)
- Experimental design for parameter estimation in steady-state linear models of metabolic networks (Q2173886) (← links)
- Some relationships between factors and components (Q2250622) (← links)
- Asymptotic biases in exploratory factor analysis and structural equation modeling (Q2259989) (← links)
- Binary operations on Jordan algebras and orthogonal normal models (Q2497945) (← links)
- Optimality criteria for design in nonlinear models with constraints (Q2913247) (← links)
- An extreme-Markovian-evolutionary (EME) sequence (Q3359514) (← links)
- On identifiability of parametric statistical models (Q3598301) (← links)
- Some results for maximum likelihood estimation of adjusted relative risks (Q5075489) (← links)
- Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results (Q5943791) (← links)
- Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase (Q5956045) (← links)
- A model for analyzing clustered occurrence data (Q6079476) (← links)
