Hájek-Inagaki representation theorem, under a general stochastic processes framework, based on stopping times
Keywords: primary; 62F10; 62F12; secondary; 62E20; 62M09; 60G40;
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Analysis of variance and linear contrasts in experimental design with generalized secant hyperbolic distribution
Keywords: 62K10; 62F10; 62F12; 62F03; 62F35Experimental design; Non-normality; Generalized secant hyperbolic; Modified maximum likelihood; Linear contrast; Robustness
Large deviations in testing fractional Ornstein-Uhlenbeck models
Keywords: primary; 62F12; 62M05; secondary; 60F05; 60H10;
Asymptotical improvement of maximum likelihood estimators on Kullback-Leibler loss
Keywords: 62F10; 62F12; Bayes estimator; Conjugate prior; Differential-geometric approach; Harmonic function; James-Stein estimator; Laplace-Beltrami operator; Kullback-Leibler risk; second-order efficiency;
Analysis of middle-censored data with exponential lifetime distributions
Keywords: 62F10; 62F12; 62F15; 65C05Exponential distribution; Middle censoring; Consistency; Asymptotic normality; Fixed point solution; HPD credible sets; Bayes estimate
Estimating conditional tail expectation with actuarial applications in view
Keywords: 62F12; 62F25; 62G09; 62G15; 62G20; 62G30; 62P05; 62P25Conditional tail expectation; Quantile function; Consistency; Asymptotic normality; Confidence intervals; Vervaat process
Information attainable in some randomly incomplete multivariate response models
Keywords: 62F03; 62F12; 62H12; 62H15; 62J05Maximum likelihood estimates; Asymptotic optimality; EM algorithm; SAM algorithm; Likelihood ratio test statistic
Non-regular estimation theory for piecewise continuous spectral densities
Keywords: 62F12; 62M15; 62M99Piecewise continuous spectra; Likelihood ratio; Non-regular estimation; Maximum likelihood estimator; Bayes estimator; Asymptotic efficiency
Robust median estimator in logistic regression
Keywords: 62F10; 62F12; 62F35Logistic regression; MLE; Morgenthaler estimator; Bianco and Yohai estimator; Croux and Haselbroeck estimator; Median estimator; Consistency; Asymptotic normality; Robustness
Preliminary test estimators and phi-divergence measures in generalized linear models with binary data
Keywords: 62J12; 62J07; 62F12; 62F30ϕϕ-divergence measures; Minimum ϕϕ-divergence estimator; ϕϕ-divergence statistics; Preliminary test estimator; Contiguous alternative hypotheses; Asymptotic bias; Asymptotic quadratic risk
The centred parametrization for the multivariate skew-normal distribution
Keywords: 62F12; 62H12; 62E20Index of skewness; Skew-normal distribution; Parametrization; Singular information matrix
Estimation of the volatility persistence in a discretely observed diffusion model
Keywords: 60G18; 60G99; 60H05; 60H40; 60G15; 62F12; 62F99; 62M09; 62P05Stochastic volatility models; Discrete sampling; High frequency data; Fractional Brownian motion; Scaling exponent; Adaptive estimation of quadratic functionals; Wavelet methods
Efficiency of weighted averages
Keywords: 62F10; 62F12; 62G05; Matrix weights; Stratified analysis; Meta analysis; Effect size; Multiple-match case-control; ROC curves; Kaplan-Meier curves; Homogeneity test;
Fisher information in record values and their concomitants about dependence and correlation parameters
Keywords: 62G30; 62B10; 62F10; 62F12; Archimedean copulas; Bivariate normal distribution; Farlie-Gumbel-Morgenstern family; Gumbel-Hougaard model; Relative efficiency;
On the consistency of MLE in finite mixture models of exponential families
Keywords: 62F12; 62E20Consistency; Exponential families; Mixtures
On Hinkley's estimator: Inference about the change point
Keywords: 62F12; 60J15Random walks; Maximum likelihood estimation; Wiener–Hopf factorization
Uniform L1 posterior consistency in compact Gaussian shift experiments
Keywords: Primary; 62F15; 62F12; secondary; 62C25; 62C10; 60B10; Consistency; GC subset; Hyperprior; Isonormal process; Mixture; Prior; Product experiment; Posterior; Topological support; Weak convergence;
Estimation in a linear multivariate measurement error model with a change point in the data
Keywords: 65F20; 93E12; 62H30; 62J05; 62H12; 62F12; 65P99Linear errors-in-variables model; Corrected objective function; Clustering; Dynamic errors-in-variables model; Consistent estimator
Consistent estimation of the minimum normal mean under the tree-order restriction
Keywords: primary 62F30; 62F10; 62F12; Tree-order model; Normal distributions; Minimum mean; Maximum likelihood estimator; Consistency; Cohen-Sackrowitz estimator; Slepian's inequality;
Approximations and limit theory for quadratic forms of linear processes
Keywords: 62E20; 60F05; 62F12; 62M10Asymptotic normality; Integrated periodogram; Linear process; Quadratic form; Semiparametric and kernel estimation
On the conic section fitting problem
Keywords: 62H35; 62F12; 62J02; 62J10; 62P12; 62P30; Adjusted least squares; Conic fitting; Consistent estimator; Ellipsoid fitting; Quadratic measurement error model;
The Bahadur representation for sample quantiles under weak dependence
Keywords: 62F12; secondary 62M10Bahadur representation; Sample quantile; Strongly mixing
Moderate deviations of maximum likelihood estimator for independent not identically distributed case
Keywords: 62F12; 62H12; 62E20; 60F10Maximum likelihood estimator; Fisher information; Moderate deviations
Exponential bounds for the probability of wrong determination of the order of a Markov chain by using the EDC criterion
Keywords: 60J10; 62M05; 62F12; Order of Markov chain; Model selection; Efficient determination criterion;
Unit roots: Periodogram ordinate
Keywords: 62F12; 62M10Autoregressive moving average processes; Unit roots; Periodogram ordinate; Limiting distributions
Exponential dispersion models: Second-order minimax estimation of the mean for unknown dispersion parameter
Keywords: 62C10; 62F10; 62F12; Exponential dispersion model; Generalized Bayes estimator; Natural exponential family; Second-order minimaxity; Variance function; Tweedie class;
Estimation in two sample randomly truncated scale model
Keywords: Primary 62N02; 62F12; Secondary 62E20; Random truncation; Scale estimator; Two sample; Minimum distance;
Analyzing non-stationary signals using generalized multiple fundamental frequency model
Keywords: 62F12; 62M10; Multiple fundamental frequency; Sinusoidal model; Asymptotic distribution;
Maximum likelihood analysis of masked series system lifetime data
Keywords: 62F10; 62F12; 62F25; 62F40; 62N02Asymptotic properties; Bootstrap; Competing risks; EM algorithm; Masking probabilities; Minimum random subset; Random censoring; Weibull distributionEM, Expectation-maximization; LHS, Left-hand side; ML(E), Maximum likelih
Biases of the maximum likelihood and Cohen-Sackrowitz estimators for the tree-order model
Keywords: 62F30; 62F10; 62F12; Order-restricted inference; Tree order; Maximum likelihood estimator; Cohen-Sackrowitz estimator; Bias;
Linear model selection by cross-validation
Keywords: 62J05; 62F12; AIC; BIC; Consistency; Cross-validation; GIC; Linear regression; Model selection; Variables selection; Monte Carlo;
Kernel density estimator for strong mixing processes
Keywords: primary 62G07; 62F12; secondary 62M05; Kernel density estimation; α-mixing processes; Central limit theorem;
A generalized Mahalanobis distance for mixed data
Keywords: 62E20; 62H12; 62F12; Latent variable models; Maximum likelihood; Measurement level; Multivariate normal distribution; Polychoric and polyserial correlations; Probit models;
The law of iterated logarithm of estimators for partially linear panel data models
Keywords: 62F12; 62G08; 62G20; Partially linear regression model; Panel data; One-way error component structure; Semiparametric estimation; Law of iterated logarithm;
Consistent parametric estimation of the intensity of a spatial-temporal point process
Keywords: Primary 62M09; Secondary 60655; 62F12; Maximum likelihood estimation; Intensity function; Weighted least squares estimation; Consistency; Poisson process; Conditional intensity;
Estimation from retrospectively ascertained data-on what to condition?
Keywords: 62B99; 62F12; 62N99; Conditioning; Information inequalities; Latency period; Retrospective ascertainment; Semi-parametric efficiency; Truncated exponential distribution;
A consistent procedure for determining the number of clusters in regression clustering
Keywords: 62H30; 62J05; 62F12; Clustering; Multiple regression; Model selection; Consistency;
Improved profile likelihood inference
Keywords: 62F05; 62F12; 62J12; Generalized linear model; Higher-order asymptotics; Information bias; Likelihood ratio test; Nuisance parameters; Profile likelihood; Score bias;
Asymptotic efficiency of the two-stage estimation method for copula-based models
Keywords: 62H12; 62F12; Copula; Multivariate non-normal; Estimating or inference functions; Fréchet bounds; Latent value models; Generalized extreme value;
Spatial sampling design for parameter estimation of the covariance function
Keywords: 62K05; 62M40; 62F12; Fisher information matrix; Simulated annealing; Optimization; Geostatistics;
Nonparametric maximum-likelihood estimation of probability measures: existence and consistency
Keywords: primary 62G20; secondary 62G07; 62F12; MLE; Consistency; Nonparametric maximum-likelihood estimation; Stationarity; Ergodicity;
The restricted EM algorithm under inequality restrictions on the parameters
Keywords: 62H15; 62F12; EM algorithm; Fixed point; Incomplete data; Maximum likelihood estimation; Multivariate normal model;
Relative efficiency of three estimators in a polynomial regression with measurement errors
Keywords: 62F12; 62J99; Adjusted least squares; Measurement errors; Ordinary least squares; Polynomial regression; Structural least squares; Small error variance;
The distribution of a linear predictor after model selection: conditional finite-sample distributions and asymptotic approximations
Keywords: 62E15; 62F10; 62F12; 62J05; C20; Model uncertainty; Model selection; Inference after model selection; Distribution of post-model-selection estimators; Linear predictor constructed after model selection; Pre-test estimator;
Efficient semiparametric estimators via modified profile likelihood
Keywords: 62F12; 62G05; 62N01; Censored linear regression; Density estimation; Frailty model; Information bound; Least-favorable submodel; Profile likelihood; Semiparametric efficiency; Transformation model;
On the solution of Stein's equation and Fisher's information matrix of an ARMAX process
Keywords: 15A06; 15A09; 15A24; 62F12; Fisher information matrix; Stein equation; Linear systems; Kernel; Coefficient matrix; ARMAX process;
Consistency of the structured total least squares estimator in a multivariate errors-in-variables model
Keywords: 62F12; 93E12; 62J05; 65F20; 62H12; Block-Hankel/Toeplitz structure; Consistency; Dynamic errors-in-variables model; Iterative algorithm; Structured total least squares; Total least squares;