Pages that link to "Item:Q5729586"
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The following pages link to An Optimum Property of Regular Maximum Likelihood Estimation (Q5729586):
Displaying 50 items.
- Sklar's Omega: A Gaussian Copula-Based Framework for Assessing Agreement (Q65362) (← links)
- Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data (Q263260) (← links)
- A copula-based algorithm for discovering patterns of dependent observations (Q263332) (← links)
- Combining estimators to improve structural model estimation and inference under quadratic loss (Q265010) (← links)
- Z-estimation and stratified samples: application to survival models (Q269747) (← links)
- Information in generalized method of moments estimation and entropy-based moment selection (Q280214) (← links)
- Estimation and inference in the case of competing sets of estimating equations (Q280215) (← links)
- Adaptive estimation of autoregressive models with time-varying variances (Q290952) (← links)
- Maximum entropy autoregressive conditional heteroskedasticity model (Q302193) (← links)
- Multilevel modeling of insurance claims using copulas (Q312930) (← links)
- Combining isotonic regression and EM algorithm to predict genetic risk under monotonicity constraint (Q400675) (← links)
- Modeling dependence dynamics through copulas with regime switching (Q414597) (← links)
- A note on the uniqueness of the quasi-likelihood estimator (Q449918) (← links)
- Hypothesis testing for some time-series models: a power comparison (Q449924) (← links)
- Asymptotic optimality of estimating function estimator for CHARN model (Q454457) (← links)
- Estimating function approach for CHARN models (Q475342) (← links)
- The large sample properties of the solutions of general estimating equations (Q488897) (← links)
- Joint estimation of offspring mean and offspring variance of controlled branching process (Q505487) (← links)
- Moderate deviations of generalized method of moments and empirical likelihood estimators (Q550173) (← links)
- Hilbert space methods in classical problems of mathematical statistics (Q599452) (← links)
- Empirical likelihood for generalized linear models with missing responses (Q630927) (← links)
- Prediction-based estimating functions: review and new developments (Q642200) (← links)
- On composite marginal likelihoods (Q732228) (← links)
- Editorial. Moment restriction-based econometric methods: an overview (Q738038) (← links)
- Combining moment estimates of a parameter common through strata (Q753336) (← links)
- Unbiased statistical estimation functions for parameters in presence of nuisance parameters (Q791251) (← links)
- One approach to the construction of stable estimation procedures (Q803687) (← links)
- Estimation in conditional first order autoregression with discrete support (Q816536) (← links)
- The main contributions of robust statistics to statistical science and a new challenge (Q824961) (← links)
- Empirical likelihood and estimating equations for survey data analysis (Q830261) (← links)
- Higher-order asymptotics for scoring rules (Q894781) (← links)
- Finite sample optimality of maximum partial likelihood estimation in Cox's model for counting processes (Q909370) (← links)
- Redescending \(M\)-estimators (Q935423) (← links)
- Optimal estimating function for estimation and prediction in semi-parametric models (Q935460) (← links)
- An identity for the Fisher information and Mahalanobis distance (Q951054) (← links)
- Nonparametric estimation of standard errors in covariance analysis using the infinitesimal jackknife (Q998830) (← links)
- Pairwise likelihood inference for ordinal categorical time series (Q1010578) (← links)
- Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations (Q1026361) (← links)
- Moment based approaches to Value the Risk of contingent claim portfolios (Q1026540) (← links)
- Some comments on maximum likelihood and partial least squares methods (Q1055146) (← links)
- A note on the super efficient estimator (Q1064701) (← links)
- A graded scale of parametric families of distributions, and parameter estimates based on the sample mean (Q1077104) (← links)
- Admissibility of an estimate obtained by the method of moments in the presence of a nuisance shift parameter (Q1081238) (← links)
- Optimal martingale estimating equations in a stochastic process (Q1096295) (← links)
- Extension of the inequality for the variance of an estimator by Bayesian process (Q1145453) (← links)
- Estimation of multivariate non-linear time series models (Q1193965) (← links)
- Optimal estimation for semimartingale neuronal models (Q1200653) (← links)
- Some aspects of the theory of estimating equations (Q1244952) (← links)
- Consistency of minimum contrast estimators in non-standard cases (Q1259113) (← links)
- Optimal unbiased statistical estimating functions for Hilbert space valued parameters (Q1263186) (← links)
