Pages that link to "Item:Q5658962"
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The following pages link to On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates (Q5658962):
Displayed 50 items.
- Measure of information and contiguity (Q581948) (← links)
- The decomposition of the Fisher information (Q584848) (← links)
- On lower bounds of moderate large deviations of tests and estimators (Q677237) (← links)
- Between-group analysis with heterogeneous covariance matrices: The common principal component model (Q751123) (← links)
- A note on asymptotic inference in a class of non-stationary processes (Q1056179) (← links)
- Asymptotic efficiency in semi-parametric models with censoring (Q1083159) (← links)
- Rates of uniform convergence of extreme order statistics (Q1083796) (← links)
- A note on estimation and information topologies (Q1084795) (← links)
- Limits of translation invariant experiments (Q1088319) (← links)
- A comparison between two distance-based discriminant principles (Q1109458) (← links)
- Limits of experiments associated with sampling plans (Q1111266) (← links)
- The local asymptotic minimax adaptive property of a recursive estimate (Q1114255) (← links)
- Two errors in statistical model fitting (Q1135065) (← links)
- The minimum distance method of testing (Q1135587) (← links)
- The weak convergence of the likelihood ratio random fields for Markov observations (Q1136459) (← links)
- Cramer-type conditions and quadratic mean differentiability (Q1138315) (← links)
- Separation and probability of correct classification among two or more distributions (Q1231728) (← links)
- The weak convergence of likelihood ratio random fields and its applications (Q1248294) (← links)
- A remark on approximate \(M\)-estimators (Q1265982) (← links)
- Large deviations for empirical probability measures and statistical tests (Q1336089) (← links)
- On-line maximum likelihood prediction with respect to general loss functions (Q1370862) (← links)
- Asymptotics for likelihood ratio tests under loss of identifiability (Q1412366) (← links)
- Likelihood ratio of unidentifiable models and multilayer neural networks (Q1412367) (← links)
- On adaptive estimation in nonstationary ARMA models with GARCH errors (Q1429320) (← links)
- Local asymptotic normality and asymptotical minimax efficiency of the MLE under random censorship (Q1585605) (← links)
- M-estimators converging to a stable limit (Q1587359) (← links)
- Smooth preferences and the approximate expected utility hypothesis (Q1821673) (← links)
- Asymptotically similar criteria (Q1836235) (← links)
- The distribution of total variation distance, with applications to simultaneous confidence intervals (Q1890965) (← links)
- Minimum Kolmogorov distance estimates of parameters and parametrized distributions (Q1922598) (← links)
- Asymptotic confidence intervals for Poisson regression (Q2373450) (← links)
- Statistical estimation with model selection (Q2385788) (← links)
- The limiting log-likelihood process for discontinuous density families (Q3038394) (← links)
- Local asymptotic normality for randomly censored models with applications to rank tests (Q3201349) (← links)
- Sur la convergence du processus de vraisemblance en variables markoviennes (Q3668576) (← links)
- Methods for the two-piece normal distribution (Q3675326) (← links)
- The implementation of the bayesian paradigm (Q3704732) (← links)
- On the cramer-frechet-rao inequality for translation parameter in the case of finite support (Q3727124) (← links)
- Inférence statistique dans les processus stochastiques: Aperçu historique (Q3774781) (← links)
- On the weak convergence of likelihood ratio processes of general statistical parametric models (Q3785689) (← links)
- On the bayes risk incurred by using asymptotic shapes (Q3899351) (← links)
- On estimation and adaptive estimation for locally asymptotically normal families (Q3915791) (← links)
- Local asymptotic minimax properties of Pitman estimates (Q3924986) (← links)
- Asymptotically Fully Efficient Fixed-Width Confidence Intervals for a Location Parameter (Q3988374) (← links)
- Global asymptotic properties of risk functions in estimation (Q4178331) (← links)
- Asymptotically multinomial experiments and the extension of a theorem of wald (Q4187052) (← links)
- General chi-square goodness-of-fit tests with data-dependent cells (Q4189968) (← links)
- Efficient estimation of functionals of the spectral density of stationary Gaussian fields (Q4256300) (← links)
- Uniformly adaptive estimation for models with arma errors (Q4373275) (← links)
- Asymptotic linearity of minimax estimators (Q4696597) (← links)