Pages that link to "Item:Q5629035"
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The following pages link to Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases (Q5629035):
Displayed 18 items.
- Estimation of variance components in an unbalanced one-way classification (Q595303) (← links)
- On testing a class of restricted hypotheses (Q872091) (← links)
- Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case (Q1112529) (← links)
- Asymptotic inference for stochastic processes (Q1143730) (← links)
- Small-sample properties of maximum probability estimators (Q1171843) (← links)
- Neyman's \(C({\alpha{}})\) test as a GLRT (Q1200744) (← links)
- On the efficient estimation methods for the macro-economic models nonlinear in variables (Q1249409) (← links)
- Sequential confidence regions for maximum likelihood estimates. (Q1848836) (← links)
- Asymptotic properties of maximum likelihood estimation in the mixed analysis of variance model (Q1893395) (← links)
- REML estimation: Asymptotic behavior and related topics (Q1922406) (← links)
- ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS (Q3740038) (← links)
- Maximum likelihood and least squares estimators for a non-linear model with heterogeneous variances (Q3769798) (← links)
- Estimation in the presence of incidental parameters (Q3965402) (← links)
- Basic structure of the asymptotic theory in dynamic nonlinear econometric models (Q3989294) (← links)
- Structural inference for linear regression with autocorrelated errors (Q4066412) (← links)
- Maximum likelihood estimation of variance components-a Monte Carlo study (Q4199387) (← links)
- Asymptotically efficient non-parametric estimators of location and scale parameters. II (Q4403177) (← links)
- Asymptotic bayesian inference in some nonstandard cases: Bernstein–von Mises Results and regular bayes' estimators (Q4727194) (← links)