M-estimators of structural parameters in pseudolinear models

JOURNAL ARTICLE published August 1999 in Applications of Mathematics

Authors: Friedrich Liese | Igor Vajda

The locally best estimators of the first and second order parameters in epoch regression models

JOURNAL ARTICLE published 1992 in Applications of Mathematics

Authors: Ludmila Kubáčková

A POSTERIORI ERROR ESTIMATORS FOR MIXED APPROXIMATIONS OF EIGENVALUE PROBLEMS

JOURNAL ARTICLE published November 1999 in Mathematical Models and Methods in Applied Sciences

Authors: RICARDO G. DURÁN | LUCIA GASTALDI | CLAUDIO PADRA

Bayes unbiased estimators of parameters of linear trend with autoregressive errors

JOURNAL ARTICLE published 1987 in Applications of Mathematics

Authors: František Štulajter

HIGH GAIN OUTPUT FEEDBACKS FOR SYSTEMS WITH DISTRIBUTED PARAMETERS

JOURNAL ARTICLE published August 1999 in Mathematical Models and Methods in Applied Sciences

Authors: S. NIKITIN | M. NIKITINA

Consistency of M-Estimates in General Regression Models

JOURNAL ARTICLE published July 1994 in Journal of Multivariate Analysis

Authors: F. Liese | I. Vajda

Stochastic comparisons of moment estimators of gamma distribution parameters

JOURNAL ARTICLE published 2012 in Applicationes Mathematicae

Authors: Piotr Nowak

Walter Liese (1926–2023)

JOURNAL ARTICLE published 21 June 2023 in IAWA Journal

The problem of determining estimators for different structural parameters in the case of credibility results for weighted contracts

JOURNAL ARTICLE published 2007 in Mathematica Bohemica

Authors: Virginia Atanasiu

Selection of Credibility Regression Models

JOURNAL ARTICLE published November 1999 in ASTIN Bulletin

Authors: Peter Bühlmann | Hans Bühlmann

A POSTERIORI ERROR ESTIMATORS VIA BUBBLE FUNCTIONS

JOURNAL ARTICLE published February 1996 in Mathematical Models and Methods in Applied Sciences

Authors: ALESSANDRO RUSSO

A note on orthogonal series regression function estimators

JOURNAL ARTICLE published 1999 in Applicationes Mathematicae

Authors: Waldemar Popiński

Lp-estimators in ARCH models

JOURNAL ARTICLE published February 2004 in Journal of Statistical Planning and Inference

Authors: Lajos Horváth | Friedrich Liese

Bias of LS estimators in nonlinear regression models with constraints. Part II: Biadditive Models

JOURNAL ARTICLE published October 1999 in Applications of Mathematics

Authors: Jean-Baptiste Denis | Andrej Pázman

Closed-Form Pseudolinear Estimators for DRSS-AOA Localization

JOURNAL ARTICLE published 28 October 2021 in Sensors

Authors: Jun Li | Kutluyil Dogancay | Hatem Hmam

Consistency of linear and quadratic least squares estimators in regression models with covariance stationary errors

JOURNAL ARTICLE published 1991 in Applications of Mathematics

Authors: František Štulajter

A Berry-Esseen bound for least squares error variance estimators of regression parameters

JOURNAL ARTICLE published January 1999 in Lithuanian Mathematical Journal

Authors: M. Bloznelis | A. Račkauskas

Experiences of Survival

JOURNAL ARTICLE published 1 January 1999 in The Leo Baeck Institute Yearbook

Authors: E. Kolinsky

τ-estimators of regression models with structural change of unknown location

JOURNAL ARTICLE published March 2004 in Journal of Econometrics

Authors: Inmaculada Fiteni

Dynamics of a nonlinear discrete population model with jumps

JOURNAL ARTICLE published 2015 in Applicable Analysis and Discrete Mathematics

Authors: R.J. Higgins | C.M. Kent | V.L. Kocic | Y. Kostrov