Pages that link to "Item:Q1660150"
From MaRDI portal
The following pages link to A general procedure to combine estimators (Q1660150):
Displaying 14 items.
- Influence analysis of robust Wald-type tests (Q272063) (← links)
- Estimator models for combining vector estimators (Q920515) (← links)
- Towards a better understanding of the dual representation of phi divergences (Q1785825) (← links)
- Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes (Q2180085) (← links)
- Averaging of density kernel estimators (Q2288799) (← links)
- Averaging of an increasing number of moment condition estimators (Q2786680) (← links)
- Modelling aggregation on the large scale and regularity on the small scale in spatial point pattern datasets (Q2815600) (← links)
- Contrast Estimation for Parametric Stationary Determinantal Point Processes (Q2965543) (← links)
- Some aspects of fusion in estimation theory (Q3210698) (← links)
- Combining the unrestricted estimators into a single estimator and a simulation study on the unrestricted estimators (Q4912043) (← links)
- Explicit and combined estimators for parameters of stable distributions (Q5023858) (← links)
- Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments (Q5140346) (← links)
- Moment conditions for the quadratic regression model with measurement error (Q5867569) (← links)
- Semiparametric Goodness-of-Fit Test for Clustered Point Processes with a Shape-Constrained Pair Correlation Function (Q6077593) (← links)
