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72 results on '"Estimation theory"'

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1. A new bivariate Poisson common shock model covering all possible degrees of dependence.

2. Closed-form estimation of a regression model with a mismeasured binary regressor and heteroskedasticity.

3. Lasso for sparse linear regression with exponentially [formula omitted]-mixing errors.

4. Constructing initial estimators in one-step estimation procedures of nonlinear regression.

5. On testing whether burn-in is required under the long-run average cost.

6. Laplace mixture autoregressive models.

7. Bias reduced tail estimation for censored Pareto type distributions.

8. Spline estimation of functional coefficient regression models for time series with correlated errors.

9. Inference for 2-D GARCH models.

10. Estimating the parameters of an -stable distribution using the existence of moments of order statistics.

11. On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models.

12. New efficient estimation and variable selection in models with single-index structure.

13. On a class of bivariate exponential distributions.

14. Exact approaches for testing non-inferiority or superiority of two incidence rates.

15. Asymptotic properties of maximum likelihood estimator for two-step logit models.

16. Interval estimation for a simple bilinear model.

17. -estimation for the partially linear regression model under monotonic constraints.

18. Consistency results for the kernel density estimate on continuous time stationary and dependent data

19. On asymptotic properties of the scatter matrix based estimates for complex valued independent component analysis

20. Bayesian model selection based on parameter estimates from subsamples

21. Estimation of C-MGARCH models based on the MBP method

22. Estimating the parameters of a Poisson process model for predator–prey interactions

23. Asymptotic normality of conditional density estimation in the single index model for functional time series data

24. A note on improving the efficiency of inverse probability weighted estimator using the augmentation term

25. Shrinkage estimation strategy in quasi-likelihood models

26. Analytic calculations for the EM algorithm for multivariate skew- mixture models

27. Numerical issues in estimation of integral curves from noisy diffusion tensor data

28. Fitting birth-and-death queueing models to data

29. Objective priors for generative star-shape models

30. Convergence rate for predictive recursion estimation of finite mixtures

31. Offline and online weighted least squares estimation of nonstationary power ARCH processes

32. Consistent estimation of species abundance from a presence–absence map

33. General Freidlin–Wentzell Large Deviations and positive diffusions

34. A law of the iterated logarithm for the product limit estimator with doubly censored data

35. The beta Laplace distribution

36. Presmoothing the transition probabilities in the illness–death model

37. Accelerated failure time regression for backward recurrence times and current durations

38. The exponentiated generalized inverse Gaussian distribution

39. Comparison of two repairable systems

40. Estimation of moments for linear panel data models with potential existence of time effects

41. Penalized maximum likelihood estimation of a stochastic multivariate regression model

42. Adjusted -squared type measure for exponential dispersion models

43. A modification of profile empirical likelihood for the exponential-tilt model

44. Two-level fractional factorial designs in blocks of size two for the orthogonal estimation of all main effects and two-factor interactions

45. On the asymptotic behavior of general projection-pursuit estimators under the common principal components model

46. Improving efficient marginal estimators in bivariate models with parametric marginals

47. Characterizing the variance improvement in linear Dirichlet random effects models

48. On induced dependent censoring for quality adjusted lifetime (QAL) data in a simple illness–death model

49. Modeling and large sample estimation for multi-casting autoregression

50. Constraints for generalized mixtures of Weibull distributions with a common shape parameter

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