Pages that link to "Item:Q741810"
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The following pages link to Parametric estimation. Finite sample theory (Q741810):
Displaying 30 items.
- Finite sample Bernstein-von Mises theorem for semiparametric problems (Q273627) (← links)
- Properties of the posterior distribution of a regression model based on Gaussian random fields (Q462083) (← links)
- Uniform properties of the local maximum likelihood estimate (Q462085) (← links)
- Critical dimension in profile semiparametric estimation (Q489169) (← links)
- Critical dimension in the semiparametric Bernstein-von Mises theorem (Q492184) (← links)
- Parametric estimation. Finite sample theory (Q741810) (← links)
- Bootstrap confidence sets under model misspecification (Q892253) (← links)
- Finite sample behavior of a sieve profile estimator in the single index mode (Q895013) (← links)
- Chernoff index for Cox test of separate parametric families (Q1747731) (← links)
- Finite sample nonparametric inference and large sample efficiency. (Q1848798) (← links)
- Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models (Q2024466) (← links)
- Decentralized and parallel primal and dual accelerated methods for stochastic convex programming problems (Q2042418) (← links)
- Iteratively reweighted \(\ell_1\)-penalized robust regression (Q2044416) (← links)
- On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model (Q2219216) (← links)
- Finite-sample analysis of \(M\)-estimators using self-concordance (Q2219231) (← links)
- Bayesian model selection and the concentration of the posterior of hyperparameters (Q2259290) (← links)
- Properties of the Bayesian parameter estimation of a regression based on Gaussian processes (Q2259293) (← links)
- On rank estimators in increasing dimensions (Q2294449) (← links)
- On efficient randomized algorithms for finding the PageRank vector (Q2354453) (← links)
- Local quantile regression (Q2434697) (← links)
- Rejoinder on: ``Local quantile regression'' (Q2434701) (← links)
- Multiscale Change Point Detection (Q4602302) (← links)
- (Q5054630) (← links)
- Stochastic approximation versus sample average approximation for Wasserstein barycenters (Q5058387) (← links)
- One-Step Estimation with Scaled Proximal Methods (Q5868961) (← links)
- High-dimensional composite quantile regression: optimal statistical guarantees and fast algorithms (Q6184871) (← links)
- A diffusion process perspective on posterior contraction rates for parameters (Q6583523) (← links)
- Robust calibration of computer models based on Huber loss (Q6594945) (← links)
- Robust estimators of functional single index models for longitudinal data (Q6597413) (← links)
- High-probability complexity bounds for non-smooth stochastic convex optimization with heavy-tailed noise (Q6655806) (← links)
