Pages that link to "Item:Q1582491"

The following pages link to Asymptotics in statistics. Some basic concepts. (Q1582491):

Displaying 50 items.

• Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
• Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case (Q265666) (← links)
• Direct shrinkage estimation of large dimensional precision matrix (Q268760) (← links)
• On local asymptotic normality for functional autoregressive processes (Q276983) (← links)
• Local asymptotic normality of Hilbertian autoregressive processes (Q282874) (← links)
• An evaluation of alternative methods for testing hypotheses, from the perspective of Harold Jeffreys (Q296926) (← links)
• Between data cleaning and inference: pre-averaging and robust estimators of the efficient price (Q308366) (← links)
• Bernstein-von Mises theorems for functionals of the covariance matrix (Q309540) (← links)
• Generalized fiducial inference for binary logistic item response models (Q316752) (← links)
• Maximum likelihood estimation for Wishart processes (Q326826) (← links)
• Local adaptation and genetic effects on fitness: calculations for exponential family models with random effects (Q386770) (← links)
• Asymptotic equivalence of nonparametric autoregression and nonparametric regression (Q449943) (← links)
• Data augmentation, frequentist estimation, and the Bayesian analysis of multinomial logit models (Q451483) (← links)
• Bayesian methods for the shape invariant model (Q457962) (← links)
• On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix (Q458655) (← links)
• Estimating the quadratic covariation matrix from noisy observations: local method of moments and efficiency (Q464183) (← links)
• Posterior contraction rates of the phylogenetic Indian buffet processes (Q516479) (← links)
• Pseudo-Gaussian and rank-based optimal tests for random individual effects in large \(n\) small \(T\) panels (Q528020) (← links)
• One-step R-estimation in linear models with stable errors (Q528136) (← links)
• Asymptotic equivalence for inference on the volatility from noisy observations (Q548535) (← links)
• An asymptotics look at the generalized inference (Q618158) (← links)
• Optimal rank-based testing for principal components (Q620547) (← links)
• Tests for normality based on density estimators of convolutions (Q625030) (← links)
• Hájek-Inagaki convolution representation theorem for randomly stopped locally asymptotically mixed normal experiments (Q625304) (← links)
• A class of optimal tests for symmetry based on local Edgeworth approximations (Q638770) (← links)
• Asymptotic equivalence of functional linear regression and a white noise inverse problem (Q638799) (← links)
• Optimal calibration for multiple testing against local inhomogeneity in higher dimension (Q639876) (← links)
• Bootstrap-calibrated interval estimates for latent variable scores in item response theory (Q725287) (← links)
• LAMN property for hidden processes: the case of integrated diffusions (Q731453) (← links)
• Parametric estimation. Finite sample theory (Q741810) (← links)
• Asymptotic statistical equivalence for scalar ergodic diffusions (Q816989) (← links)
• Learning models with uniform performance via distributionally robust optimization (Q820804) (← links)
• Inference for time-varying lead-lag relationships from ultra-high-frequency data (Q825353) (← links)
• Asymptotic equivalence of spectral density estimation and Gaussian white noise (Q847633) (← links)
• Local asymptotic mixed normality of transformed Gaussian models for random fields (Q869103) (← links)
• On adaptive posterior concentration rates (Q888511) (← links)
• Efficient inference about the tail weight in multivariate Student \(t\) distributions (Q897633) (← links)
• Asymptotic inference for a stochastic differential equation with uniformly distributed time delay (Q897639) (← links)
• Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise (Q901300) (← links)
• Asymptotic equivalence for nonparametric regression with multivariate and random design (Q939669) (← links)
• Hájek-Inagaki representation theorem, under a general stochastic processes framework, based on stopping times (Q951208) (← links)
• Hypotheses testing: Poisson versus stress-release (Q1007422) (← links)
• A maximum likelihood method for the incidental parameter problem (Q1043759) (← links)
• The statistical information contained in additional observations (Q1096265) (← links)
• Asymptotics in statistics: some basic concepts (Q1188872) (← links)
• Translation invariant statistical experiments with independent increments (Q1656850) (← links)
• A tutorial on Fisher information (Q1680996) (← links)
• Itô-SDE MCMC method for Bayesian characterization of errors associated with data limitations in stochastic expansion methods for uncertainty quantification (Q1695336) (← links)
• Fold-up derivatives of set-valued functions and the change-set problem: a survey (Q1695752) (← links)
• Detectability of nonparametric signals: higher criticism versus likelihood ratio (Q1711569) (← links)