Maximum probability estimators and related topics
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Publication:1214222
DOI10.1007/BFb0070226zbMath0297.62015OpenAlexW607849045MaRDI QIDQ1214222
Publication date: 1974
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bfb0070226
Point estimation (62F10) Bayesian inference (62F15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Related Items (22)
Asymptotic properties of maximum likelihood estimators from dependent observations ⋮ Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes ⋮ Asymptotic inference for stochastic processes ⋮ On divergence measures leading to Jeffreys and other reference priors ⋮ Superefficiency from the vantage point of computability ⋮ Expansions for posterior distributions ⋮ Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes ⋮ Asymptotically minimax tests of composite hypotheses for nonergodic type processes ⋮ Small-sample properties of maximum probability estimators ⋮ The 3/2th and 2nd order asymptotic efficiency of maximum probability estimators in non-regular cases ⋮ Asymptotically minimax estimation of concave and convex distribution functions ⋮ The Professional Career and Contributions of Professor Masafumi Akahira ⋮ Maximum probability estimators in the case of exponential distribution ⋮ A note on the maximum probability property of MLE's in multiparameter exponential families ⋮ Asymptotically efficient estimators when the densities of the observations have discontinuities ⋮ COMPARISON OF THE BAYES RISKS OF ESTIMATORS FOR A FAMILY OF TRUNCATED NORMAL DISTRIBUTIONS ⋮ Consistency and asymptotic efficiency of slope estimates in stochastic approximation schemes ⋮ On estimator efficiency in stochastic processes ⋮ Asymptotically minimax tests of some nonstandard composite hypotheses ⋮ Unnamed Item ⋮ Estimation of the drift for diffusion process ⋮ Maximum quasilikelihood estimation for a simplified NEAR(1) model.
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