Pages that link to "Item:Q5788942"

The following pages link to Conditional Expectation and Unbiased Sequential Estimation (Q5788942):

Displaying 38 items.

• Selection of polynomial chaos bases via Bayesian model uncertainty methods with applications to sparse approximation of PDEs with stochastic inputs (Q348681) (← links)
• Hilbert space methods in classical problems of mathematical statistics (Q599452) (← links)
• Characterization of loss functions in statistical theory of estimation (Q599458) (← links)
• Using MCMC chain outputs to efficiently estimate Bayes factors (Q645491) (← links)
• Adaptive sampling without replacement of clusters (Q713743) (← links)
• Minimal sufficient statistics for the group divisible partially balanced incomplete block design (GD-PBIBD) with interaction under an Eisenhart model II (Q795454) (← links)
• Completeness and unbiased estimation of mean vector in the multivariate group sequential case (Q873618) (← links)
• Maximum likelihood estimators uniformly minimize distribution variance among distribution unbiased estimators in exponential families (Q888476) (← links)
• Unbiased sequential estimation of 1/p: Settlement of a conjecture (Q1076465) (← links)
• Some problems of unbiased sequential binomial estimation (Q1248313) (← links)
• Decomposition of Lebesgue spaces (Q1267991) (← links)
• On a complete and sufficient statistic for the correlated Bernoulli random graph model (Q2044380) (← links)
• Design-unbiased statistical learning in survey sampling (Q2051018) (← links)
• Most powerful test sequences with early stopping options (Q2124787) (← links)
• Factor analysis for paired ranked data with application on parent-child value orientation preference data (Q2259200) (← links)
• On the axioms of sample formation and their bearing on the construction of linear estimators in sampling theory for finite inverses (Q2625318) (← links)
• Minimal sufficient statistics for the partially balanced incomplete block (PBIB) design with two associate classes under an Eisenhart model II (Q2625323) (← links)
• Adaptive Cluster Sampling (Q2786604) (← links)
• Completeness and unbiased estimation in sequential multinomial sampling (Q3468482) (← links)
• On the umvu estimators after using a normalizing transformation (Q3473095) (← links)
• A Note on Minimum Variance Unbiased Estimation (Q3585250) (← links)
• Sequentielle Minimalvarianz-Schätzungen in einem speziellen Markovprozeß (Q3738424) (← links)
• Limiting Experiments and Asymptotic Bounds on the Performance of Sequence of Estimators (Q4609024) (← links)
• (Q4999009) (← links)
• Field-level inference of galaxy intrinsic alignment from the SDSS-III BOSS survey (Q5101108) (← links)
• Frequency coverage properties of a uniform shrinkage prior distribution (Q5106982) (← links)
• Conditional expectation of a Markov kernel given another with some applications in statistical inference and disease diagnosis (Q5222205) (← links)
• Robust particle filter formulations with application to terrain‐aided navigation (Q5348653) (← links)
• Comparison of Stopping Rules in Sequential Estimation of the Number of Classes in a Population (Q5431471) (← links)
• On Some Aspects of Unbiased Estimation of Parameters in Quasi-Binomial Distributions (Q5494947) (← links)
• On the Kuiper test for normality with mean and variance unknown (Q5623106) (← links)
• An Example of an Improvable Rao–Blackwell Improvement, Inefficient Maximum Likelihood Estimator, and Unbiased Generalized Bayes Estimator (Q5884418) (← links)
• Breaking the winner's curse in Mendelian randomization: rerandomized inverse variance weighted estimator (Q6046309) (← links)
• A Tutorial on the Practical Use and Implication of Complete Sufficient Statistics (Q6086593) (← links)
• C. Radhakrishna Rao: A Century in Statistical Science (Q6088265) (← links)
• Rao–Blackwellisation in the Markov Chain Monte Carlo Era (Q6088266) (← links)
• Accurate assessment via process data (Q6160309) (← links)
• Weighting estimation under bipartite incidence graph sampling (Q6164161) (← links)