The following pages link to (Q4766399):
Displaying 50 items.
- The semiparametric Bernstein-von Mises theorem (Q450029) (← links)
- Adaptivity and optimality of the monotone least-squares estimator (Q453299) (← links)
- Recent advances in nonstationary time series: a festschrift in honor of Peter C.B. Phillips (Q527986) (← links)
- Optimal estimation under nonstandard conditions (Q528003) (← links)
- Comparison between the Cramer-Rao and the mini-max approaches in quantum channel estimation (Q543375) (← links)
- Fisher information of scale (Q613178) (← links)
- Contiguity and irreconcilable nonstandard asymptotics of statistical tests (Q642210) (← links)
- Nonparametric asymptotically efficient estimation of a signal in the nonlinear case (Q792728) (← links)
- Asymptotic minimax estimation in semiparametric models (Q811051) (← links)
- The asymptotic spread of estimators (Q916250) (← links)
- Information attainable in some randomly incomplete multivariate response models (Q947249) (← links)
- Local asymptotic normality for stationary sequences of observations (Q1053383) (← links)
- A note on asymptotic inference in a class of non-stationary processes (Q1056179) (← links)
- The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend (Q1057607) (← links)
- A uniform condition of local asymptotic normality (Q1077069) (← links)
- A characterization of limiting distributions of estimators in an autoregressive process (Q1077854) (← links)
- Limits of translation invariant experiments (Q1088319) (← links)
- Large deviations and estimation in infinite-dimensional models (Q1115055) (← links)
- Statistical estimation of the multivariate parameter of spectral density. I (Q1124253) (← links)
- Asymptotic inference for stochastic processes (Q1143730) (← links)
- Local asymptotic admissibility of a generalization of Akaike's model selection rule (Q1166855) (← links)
- Local asymptotic normality for progressively censored likelihood ratio statistics and applications (Q1169990) (← links)
- A generalization of asymptotically linear estimators (Q1174117) (← links)
- Adaptive estimation in time series regression models (Q1203090) (← links)
- Asymptotic minimax results for stochastic process families with critical points (Q1208935) (← links)
- Random sampling in estimation problems for continuous Gaussian processes with independent increments (Q1208940) (← links)
- A note on efficiency (Q1233270) (← links)
- Optimal convergence rates and asymptotic efficiency of point estimators under truncated distribution families (Q1359750) (← links)
- Stable convergence of the log-likelihood ratio to a mixture of infinitely divisible distributions (Q1368804) (← links)
- A conversation with Lucien Le Cam. (Q1431168) (← links)
- Local asymptotic normality and asymptotical minimax efficiency of the MLE under random censorship (Q1585605) (← links)
- Efficient estimation of stable Lévy process with symmetric jumps (Q1656845) (← links)
- On parameter estimation of the hidden Ornstein-Uhlenbeck process (Q1755125) (← links)
- Local asymptotic normality for autoregression with infinite order (Q1813482) (← links)
- Asymptotic efficiency of estimates for models with incidental nuisance parameters (Q1816579) (← links)
- Asymptotic efficiency in estimation with conditional moment restrictions (Q1822424) (← links)
- Finite sample nonparametric inference and large sample efficiency. (Q1848798) (← links)
- Martingale transforms goodness-of-fit tests in regression models. (Q1879928) (← links)
- One-step robust parametric estimation with application to random censoring model (Q1914307) (← links)
- Optimal rates of convergence of empirical Bayes tests for the continuous one-parameter exponential family (Q1922404) (← links)
- The sharp lower bound of asymptotic efficiency of estimators in the zone of moderate deviation probabilities (Q1950895) (← links)
- Strong identifiability and optimal minimax rates for finite mixture estimation (Q1991679) (← links)
- Efficient parametric estimation for a signal-plus-noise Gaussian model from discrete time observations (Q2040939) (← links)
- Estimation of smooth functionals of location parameter in Gaussian and Poincaré random shift models. (Q2051009) (← links)
- Stein 1956: Efficient nonparametric testing and estimation (Q2054465) (← links)
- Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis (Q2061745) (← links)
- Asymptotic properties of likelihood ratio statistics in competing risks model under interval random censoring (Q2062059) (← links)
- The LAN property for McKean-Vlasov models in a mean-field regime (Q2105067) (← links)
- Asymptotically efficient estimators for stochastic blockmodels: the naive MLE, the rank-constrained MLE, and the spectral estimator (Q2137006) (← links)
- Lower bounds for invariant statistical models with applications to principal component analysis (Q2157446) (← links)
