Pages that link to "Item:Q4434664"

The following pages link to Numerical Methods for Nonlinear Estimating Equations (Q4434664):

Displaying 15 items.

• Empirical likelihood inference for estimating equation with missing data (Q365869) (← links)
• Proper Bayesian estimating equation based on Hilbert space method (Q930088) (← links)
• Asymptotic normality of one-step \(M\)-estimators based on non-identically distributed observations (Q1687217) (← links)
• Handling estimating equation with nonignorably missing data based on SIR algorithm (Q2012587) (← links)
• The dually flat structure for singular models (Q2046666) (← links)
• Toward the notion of intrinsically linear models in nonlinear regression (Q2190771) (← links)
• Incomplete-data Fisher scoring method with steplength adjustment (Q2195833) (← links)
• A tensor decomposition algorithm for large ODEs with conservation laws (Q2324349) (← links)
• Normalizing unbiased estimating functions (Q2581643) (← links)
• Model selection criterion for causal parameters in structural mean models based on a quasi-likelihood (Q2927630) (← links)
• Quadratic Artificial Likelihood Functions Using Estimating Functions (Q3411080) (← links)
• Generalized Linear Models Incorporating Population Level Information: An Empirical-Likelihood-Based Approach (Q3541266) (← links)
• Asymptotic Properties of One-Step Weighted $M$-Estimators with Applications to Regression (Q4580419) (← links)
• Constructing Explicit Estimators in Nonlinear Regression Problems (Q4961762) (← links)
• Asymptotic properties of one-step <i>M</i>-estimators (Q5076887) (← links)