Pages that link to "Item:Q5633464"
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The following pages link to Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case (Q5633464):
Displaying 50 items.
- Asymptotic inference for maximum likelihood estimators under the special exponential family with double-truncation (Q134938) (← links)
- Likelihood-based analysis of doubly-truncated data under the location-scale and AFT model (Q134942) (← links)
- On asymptotics related to classical inference in stochastic differential equations with random effects (Q273753) (← links)
- Generalized maximum entropy analysis of the linear simultaneous equations model (Q296445) (← links)
- A semiparametric single index model with heterogeneous impacts on an unobserved variable (Q473340) (← links)
- Asymptotic properties of maximum likelihood estimators based on progressive type-II censoring (Q649105) (← links)
- A global consistency result for the two-dimensional Pareto distribution in the presence of misspecified inflation (Q650771) (← links)
- Maximum likelihood estimation for joint mean-covariance models from unbalanced repeated-measures data (Q871018) (← links)
- On Bayesian asymptotics in stochastic differential equations with random effects (Q893977) (← links)
- Valid hypothesis testing in face of spatially dependent data using multi-layer perceptrons and sub-sampling techniques (Q1019895) (← links)
- A remark on serial correlation in maximum likelihood (Q1053401) (← links)
- Non-parametric maximum likelihood estimation of censored regression models (Q1083147) (← links)
- A semi-parametric censored regression estimator (Q1083158) (← links)
- Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case (Q1112529) (← links)
- A semi-Markov model for survival data with covariates (Q1164365) (← links)
- Estimation of latent ability and item parameters when there are omitted responses (Q1213418) (← links)
- The Berry-Esseen bound for minimum contrast estimators in the independent not identically distributed case (Q1225886) (← links)
- Asymptotic normality of the maximum likelihood estimate in the independent not identically distributed case (Q1238569) (← links)
- Burr regression and portfolio segmentation (Q1282142) (← links)
- Generic uniform convergence and equicontinuity concepts for random functions. An exploration of the basic structure (Q1318986) (← links)
- On the consistency of conditional maximum likelihood estimators (Q1335373) (← links)
- A theorem on uniform convergence of stochastic functions with applications (Q1365552) (← links)
- Heterogeneous information arrival and option pricing (Q1377317) (← links)
- Robust estimation of nonlinear regression with autoregressive errors. (Q1423212) (← links)
- Assessing the multivariate normal approximation of the maximum likelihood estimator from high-dimensional, heterogeneous data (Q1627568) (← links)
- Approximating the marginal likelihood estimate for models with random parameters (Q1854943) (← links)
- Asymptotic properties of maximum likelihood estimation in the mixed analysis of variance model (Q1893395) (← links)
- How to best sample a periodic probability distribution, or on the accuracy of Hamiltonian finding strategies (Q1937277) (← links)
- Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator (Q2074310) (← links)
- An EM algorithm for fitting two-level structural equation models (Q2259981) (← links)
- On classical and Bayesian asymptotics in stochastic differential equations with random effects having mixture normal distributions (Q2306245) (← links)
- ML estimation of multiple regression parameters under classification of the dependent variable (Q2355524) (← links)
- Asymptotically correct standardization of person-fit statistics beyond dichotomous items (Q2364848) (← links)
- Moderate deviations of maximum likelihood estimator for independent not identically distributed case (Q2493876) (← links)
- Strong consistency of the maximum likelihood estimator in generalized linear and nonlinear mixed-effects models (Q2499556) (← links)
- Inference for blocked randomization under a selection bias model (Q2809524) (← links)
- An approximation for analyzing a broad class of implicitly and explicitly defined estimators (Q3030006) (← links)
- Multivariate Failure Time Analysis when only the Time to First Failure is Observed (Q3085299) (← links)
- Online Risk Monitoring Using Offline Simulation (Q3386770) (← links)
- Effect of imprecisely known nuisance parameters on estimates of primary parameters (Q3473128) (← links)
- Inverse probabilistic modelling of the sources of uncertainty: a non-parametric simulated-likelihood method with application to an industrial turbine vibration assessment (Q3645188) (← links)
- An implicit function based procedure for analyzing maximum likelihood estimates from nonidentically distributed data (Q3692620) (← 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)
- Asymptotic normality of the maximum likelihood estimate in arbitrary stochastic processes (Q3875160) (← links)
- Estimation and tests of hypotheses for the initial mean and covariance in the kalman filter model (Q3925754) (← links)
- Estimation in the presence of incidental parameters (Q3965402) (← links)
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
- Covariates in multipath change-point problems: Modelling and consistency of the MLE (Q4546730) (← links)
- On the formulation of uniform laws of large numbers: a truncation approach (Q4763468) (← links)
