Pages that link to "Item:Q4526783"

The following pages link to Statistical Experiments and Decisions (Q4526783):

Displaying 19 items.

• Perfect radar pulse compression via unimodular Fourier multipliers (Q479896) (← links)
• On one property of martingales with conditionally Gaussian increments and its application in the theory of nonasymptotic inference (Q521425) (← links)
• The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models (Q605860) (← links)
• On estimation of delay location (Q644966) (← links)
• Optimal detection of a change in distribution (Q1062715) (← links)
• Truncated estimation of ratio statistics with application to heavy tail distributions (Q1631209) (← links)
• Translation invariant statistical experiments with independent increments (Q1656850) (← links)
• Integrated quantile functions: properties and applications (Q1697200) (← links)
• Strong Gaussian approximation of the mixture Rasch model (Q1740527) (← links)
• Regression discontinuity designs, white noise models, and minimax (Q2227061) (← links)
• Sequential fixed accuracy estimation for nonstationary autoregressive processes (Q2304245) (← links)
• Computational barriers in minimax submatrix detection (Q2352736) (← links)
• A truncated estimation method with guaranteed accuracy (Q2434139) (← links)
• Guaranteed Estimation of Logarithmic Density Derivative by Dependent Observations (Q2787389) (← links)
• Non-asymptotic confidence estimation of the parameters in stochastic regression models with Gaussian noises (Q2986846) (← links)
• (Q3742477) (← links)
• (Q4039859) (← links)
• Le cam theory on the comparison of statistical models (Q5043133) (← links)
• Minimax estimation of low-rank quantum states and their linear functionals (Q6178578) (← links)