The following pages link to (Q4865046):
Displaying 50 items.
- On the consistency of the maximum likelihood estimator for the three parameter lognormal distribution (Q894574) (← links)
- Asymptotic results for random sums of dependent random variables (Q899626) (← links)
- Continuous decisions by a committee: median versus average mechanisms (Q900405) (← links)
- Parametric bootstrap simultaneous confidence intervals for differences of means from several two-parameter exponential distributions (Q900528) (← links)
- Random circumscribing polygons and approximations of \(\pi\) (Q900530) (← links)
- Model assessment tools for a model false world (Q907957) (← links)
- New families of estimators and test statistics in log-linear models (Q943599) (← links)
- Moment estimation in a semiparametric generalized linear model (Q945814) (← links)
- Importance sampling for Bayesian sensitivity analysis (Q962854) (← links)
- Consistency and asymptotic normality of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random regressors (Q966523) (← links)
- Parameter estimation for fractional Poisson processes (Q988943) (← links)
- Monte Carlo maximum likelihood estimation for discretely observed diffusion processes (Q1002156) (← links)
- Concomitants of order statistics for dependent samples (Q1004280) (← links)
- Large sample interval mapping method for genetic trait loci in finite regression mixture models (Q1007455) (← links)
- On the mean and variance of response times under the diffusion model with an application to parameter estimation (Q1015242) (← links)
- A-dependence statistics for mutual and serial independence of categorical variables (Q1015891) (← links)
- Markov models for digraph panel data: Monte Carlo-based derivative estimation (Q1020109) (← links)
- A nonparametric approach to 3D shape analysis from digital camera images. I. (Q1041060) (← links)
- Minimum \(\varphi\)-divergence estimator and \(\varphi\)-divergence statistics in generalized linear models with binary data (Q1042536) (← links)
- Asymptotics of estimating equations under natural conditions. (Q1264523) (← links)
- A new general interpretation of the Stein estimate and how it adapts: Applications. (Q1298957) (← links)
- Statistical inference for finite Markov chains based on divergences (Q1304078) (← links)
- A theorem on uniform convergence of stochastic functions with applications (Q1365552) (← links)
- Asymptotic properties of maximum weighted likelihood estimators. (Q1417793) (← links)
- The asymptotic variance of subspace estimates. (Q1421322) (← links)
- A quadratic bootstrap method and improved estimation in logistic regression. (Q1424453) (← links)
- Some new statistics for testing point null hypotheses with prior information (Q1577327) (← links)
- Estimation after adaptive allocation (Q1577334) (← links)
- Importance sampling for families of distributions (Q1578598) (← links)
- Minimum \(\phi\)-divergence estimators with constraints in multinomial populations (Q1600754) (← links)
- Asymptotic analysis of the random walk metropolis algorithm on ridged densities (Q1617150) (← links)
- Family of power divergence spatial scan statistics (Q1623486) (← links)
- Stable estimation of a covariance matrix guided by nuclear norm penalties (Q1623701) (← links)
- Random cyclic polygons from Dirichlet distributions and approximations of \(\pi\) (Q1644189) (← links)
- A new bivariate Poisson common shock model covering all possible degrees of dependence (Q1644209) (← links)
- Robust estimation in stochastic frontier models (Q1658542) (← links)
- On the relation between the true and sample correlations under Bayesian modelling of gene expression datasets (Q1672828) (← links)
- Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance (Q1706477) (← 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)
- Testing with exponentially tilted empirical likelihood (Q1739343) (← links)
- General Gaussian estimation (Q1755124) (← links)
- Generalized bootstrap for estimating equations (Q1781166) (← links)
- Two estimators of the mean of a counting process with panel count data. (Q1848799) (← links)
- The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis. (Q1858925) (← links)
- Nonparametic estimation of location and dispersion on Riemannian manifolds (Q1866214) (← links)
- Multinomial-Poisson homogeneous models for contingency tables. (Q1884617) (← links)
- A note on the sampling properties of the Vincentizing (quantile averaging) procedure (Q1887799) (← links)
- An estimation procedure for the Linnik distribution (Q1926095) (← links)
- Tests of measurement invariance without subgroups: a generalization of classical methods (Q1940982) (← links)
- Analysis of \(\varPhi\)-divergence for loglinear models with constraints under product-multinomial sampling (Q1945968) (← links)
