The following pages link to Statistics & Decisions (Q3011072):
Displaying 50 items.
- Shrinkage estimation in elliptically contoured distribution with restricted parameter space (Q3654462) (← links)
- Minimum risk equivariant estimator in linear regression model (Q3654463) (← links)
- Non-standard behavior of density estimators for sums of squared observations (Q3654464) (← links)
- The likelihood ratio test for non-standard hypotheses near the boundary of the null – with application to the assessment of non-inferiority (Q3654466) (← links)
- Asymptotic equivalence for a model of independent non identically distributed observations (Q4451685) (← links)
- Approximations and limit theorems for likelihood ratio processes in the binary case (Q4451686) (← links)
- Optimal stopping and cluster point processes (Q4451687) (← links)
- Limit theorems in change-point problems with multivariate long-range dependent observations (Q4451688) (← links)
- A note on Bayesian detection of change-points with an expected miss criterion (Q4454292) (← links)
- The estimation problem of minimum mean squared error (Q4454293) (← links)
- Parameter estimation for some non-recurrent solutions of SDE (Q4454294) (← links)
- Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models (Q4454295) (← links)
- A robust generalized Bayes estimator improving on the James-Stein estimator for spherically symmetric distributions (Q4454296) (← links)
- Tail behaviour of a general family of control charts (Q4454297) (← links)
- On arbitrage and replication in the fractional Black–Scholes pricing model (Q4459750) (← links)
- On the construction of efficient estimators in semiparametric models (Q4459752) (← links)
- The Bahadur risk in probability density estimation (Q4459753) (← links)
- On preferences of general two-sided tests with applications to Kolmogorov–Smirnov-type tests (Q4459754) (← links)
- Estimating the dimension of factors of diffusion processes (Q4459755) (← links)
- Ranking of populations in parameter′s modulus (Q4459756) (← links)
- Which power of goodness of fit tests can really be expected: intermediate versus contiguous alternatives (Q4469996) (← links)
- Estimation of the multivariate normal covariance matrix under some restrictions (Q4469997) (← links)
- Jump-preserving monitoring of dependent time series using pilot estimators (Q4469998) (← links)
- Improved estimation of medians subject to order restrictions in unimodal symmetric families (Q4469999) (← links)
- On asymptotic expansion of pseudovalues in nonparametric median regression (Q4659564) (← links)
- On second order minimax estimation of invariant density for ergodic diffusion (Q4659565) (← links)
- Sainte-Laguë’s chi-square divergence for the rounding of probabilities and its convergence to a stable law (Q4659566) (← links)
- Estimation of linear functionals of bivariate distributions with parametric marginals (Q4659567) (← links)
- A remark on the quickest detection problems (Q4659568) (← links)
- On Robins’ formula (Q4659946) (← links)
- Optimal influence curves for general loss functions (Q4659947) (← links)
- A note on log-optimal portfolios in exponential Lévy markets (Q4659948) (← links)
- On the asymptotic equivalence and rate of convergence of nonparametric regression and Gaussian white noise (Q4659949) (← links)
- CWLS and ML estimates in a heteroscedastic RCA(1) model (Q4659950) (← links)
- Local maximin properties of tests in Gaussian shift experiments (Q4668518) (← links)
- Markov chain algorithms for Eulerian orientations and 3-colourings of 2-dimensional Cartesian grids (Q4668519) (← links)
- A two-dimensional Cramér–von Mises test for the two-sample problem with dispersion alternatives (Q4668520) (← links)
- Necessary conditions for the existence of utility maximizing strategies under transaction costs (Q4668521) (← links)
- A note on pivotal Value-at-Risk estimates (Q4930136) (← links)
- A renewal theoretic result in portfolio theory under transaction costs with multiple risky assets (Q4930138) (← links)
- Cusp estimation in random design regression models (Q4930139) (← links)
- On the mean residual waiting time of records (Q4930140) (← links)
- A maximal inequality for skew Brownian motion (Q4930141) (← links)
- Minimaxity of the Stein risk-minimization estimator for a normal mean matrix (Q5191259) (← links)
- Estimation of search tree size and approximate counting: A likelihood approach (Q5191260) (← links)
- Upper bounds for Bermudan options on Markovian data using nonparametric regression and a reduced number of nested Monte Carlo steps (Q5191261) (← links)
- On a stochastic version of the trading rule “Buy and Hold” (Q5191262) (← links)
- Characterization of optimal risk allocations for convex risk functionals (Q5191263) (← links)
- Statistical inference on graphs (Q5386285) (← links)
- Estimating market risk with neural networks (Q5386287) (← links)
