Pages that link to "Item:Q3823613"

The following pages link to Quasi-Likelihood and Optimal Estimation, Correspondent Paper (Q3823613):

Displaying 32 items.

• Distribution-free posterior analysis of econometric models (Q4512130) (← links)
• Nonparametric estimating equations based on a penalized information criterion (Q4527904) (← links)
• Estimating Equations with Nonignorably Missing Response Data (Q4666687) (← links)
• Capture–Recapture When Time and Behavioral Response Affect Capture Probabilities (Q4667465) (← links)
• Estimating Equations for Removal Data Analysis (Q4668346) (← links)
• Semiparametric efficient estimation for the auxiliary outcome problem with the conditional mean model (Q4673114) (← links)
• Estimation for discretely observed diffusions using transform functions (Q4822454) (← links)
• Restricted quasi-score estimating functions for sample survey data (Q4822455) (← links)
• Estimation of parameters in survey sampling: Optimality (Q4859240) (← links)
• An Estimation Function for the Rate of Drift, Dispersion, Injection, and Decay of Transient Tracers (Q4878162) (← links)
• On quasi‐likelihood estimation for branching processes with immigration (Q4932238) (← links)
• Robust inference for bivariate point processes (Q4944641) (← links)
• (Q4991214) (← links)
• European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty (Q5038294) (← links)
• Joint estimation of the offspring mean and offspring variance of a second order branching process (Q5079479) (← links)
• Knowledge Learning of Insurance Risks Using Dependence Models (Q5085485) (← links)
• On count time series prediction (Q5220723) (← links)
• Dynamic Pricing with Multiple Products and Partially Specified Demand Distribution (Q5244873) (← links)
• The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes (Q5324878) (← links)
• (Q5487552) (← links)
• Effects of Variance‐Function Misspecification in Analysis of Longitudinal Data (Q5714623) (← links)
• Inference for stochastic neuronal models (Q5899962) (← links)
• Inference for stochastic neuronal models (Q5919264) (← links)
• Optimum percentile estimating equations for nonlinear random coefficient models (Q5945259) (← links)
• Truncated quasi-score function in the 1-dependent and stationary case (Q5952055) (← links)
• Improved Semiparametric Estimation of the Proportional Rate Model with Recurrent Event Data (Q6055740) (← links)
• Data-driven chimney fire risk prediction using machine learning and point process tools (Q6138624) (← links)
• Temporally local maximum likelihood with application to SIS model (Q6140374) (← links)
• A higher-order correct fast moving-average bootstrap for dependent data (Q6163269) (← links)
• Optimal estimating function for weak location‐scale dynamic models (Q6176937) (← links)
• An efficient workflow for modelling high-dimensional spatial extremes (Q6581672) (← links)
• Firth-type penalized methods of the modified Poisson and least-squares regression analyses for binary outcomes (Q6649367) (← links)