The following pages link to (Q5823924):
Displaying 50 items.
- Exact adaptive confidence intervals for linear regression coefficients (Q131754) (← links)
- Asymptotic normality of posterior distributions for generalized linear mixed models (Q444957) (← links)
- Kullback-Leibler aggregation and misspecified generalized linear models (Q447818) (← links)
- The semiparametric Bernstein-von Mises theorem (Q450029) (← links)
- Optimal estimation under nonstandard conditions (Q528003) (← links)
- The Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean (Q546097) (← links)
- An asymptotic minimax theorem of order \(n^{-1/2}\) (Q581954) (← links)
- Algorithmic randomness and monotone complexity on product space (Q627131) (← links)
- A jackknife type approach to statistical model selection (Q643408) (← links)
- Bernstein-von Mises theorem for linear functionals of the density (Q693733) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- Bayesian frequentist hybrid inference (Q834347) (← links)
- The asymptotic spread of estimators (Q916250) (← links)
- Asymptotic posterior normality for multiparameter problems (Q951075) (← links)
- On the normality a posteriori for exponential distributions, using the Bayesian estimation (Q1091058) (← links)
- Asymptotic inference for stochastic processes (Q1143730) (← links)
- Sequential estimators and the Cramer-Rao lower bound (Q1149720) (← links)
- More higher-order efficiency: Concentration probability (Q1275420) (← links)
- An inverse of Sanov's theorem (Q1284067) (← links)
- A constrained risk inequality with applications to nonparametric functional estimation (Q1354455) (← links)
- A modified bootstrap for autoregression without stationarity (Q1361730) (← links)
- On-line maximum likelihood prediction with respect to general loss functions (Q1370862) (← links)
- Robust weighted orthogonal regression in the errors-in-variables model (Q1421860) (← links)
- Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity. (Q1582629) (← links)
- Numerical Bayesian inference with arbitrary prior (Q1591490) (← links)
- Optimal learning and experimentation in bandit problems. (Q1614793) (← links)
- A uniform \(L^1\) law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimator (Q1726715) (← links)
- Confidence distributions: a review (Q1731237) (← links)
- Nonparametric estimation over shrinking neighborhoods: superefficiency and adaptation (Q1781157) (← links)
- Nonparametric maximum-likelihood estimation of probability measures: existence and consist\-en\-cy (Q1781509) (← links)
- Information theory and superefficiency (Q1807151) (← links)
- Asymptotic behaviour of the predictive density in the exchangeable case (Q1817376) (← links)
- Asymptotic efficiency in estimation with conditional moment restrictions (Q1822424) (← links)
- Maximum likelihood principle and model selection when the true model is unspecified (Q1825556) (← links)
- Asymptotically similar criteria (Q1836235) (← links)
- Two estimators of the mean of a counting process with panel count data. (Q1848799) (← links)
- Asymptotic normality with small relative errors of posterior probabilities of half-spaces (Q1873598) (← links)
- A modified bootstrap for branching processes with immigration (Q1890700) (← links)
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points (Q1996305) (← links)
- Estimation of smooth functionals of location parameter in Gaussian and Poincaré random shift models. (Q2051009) (← links)
- A revisit to Le Cam's first lemma (Q2051010) (← links)
- Stein 1956: Efficient nonparametric testing and estimation (Q2054465) (← links)
- Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics (Q2128065) (← links)
- Aggregation of estimators and stochastic optimization (Q2197367) (← links)
- Asymptotic properties of Bayesian-type estimates in the competing risk model under random censoring (Q2199383) (← links)
- Identification of stochastic nonlinear models using optimal estimating functions (Q2207186) (← links)
- A Bayesian hierarchical copula model (Q2219218) (← links)
- Informed sub-sampling MCMC: approximate Bayesian inference for large datasets (Q2329777) (← links)
- On Hodges' superefficiency and merits of oracle property in model selection (Q2330527) (← links)
- Statistical estimation with model selection (Q2385788) (← links)
