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Closures of exponential families

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Donsker type theorems for nonparametric maximum likelihood estimators

JOURNAL ARTICLE published May 2008 in Probability Theory and Related Fields

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Generalized maximum likelihood estimates for exponential families

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Information closure of exponential families and generalized maximum likelihood estimates

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Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe

JOURNAL ARTICLE published September 1992 in Probability Theory and Related Fields

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On asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's

JOURNAL ARTICLE published June 1995 in Probability Theory and Related Fields

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Characterizations of natural exponential families with power variance functions by zero regression properties

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Uniform LAN condition of planar Gibbsian point processes and optimality of maximum likelihood estimators of soft-core potential functions

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Exponential convergence under mixing

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Generalized martingales, generalized Markov chains and generalized harmonic functions

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Exponential integrability of sub-Gaussian vectors

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Generalized Poisson Functionals

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Donsker-type theorems for nonparametric maximum likelihood estimators

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Simultaneous prediction regions

JOURNAL ARTICLE published June 1992 in Probability Theory and Related Fields

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Exponential and double exponential tails for maximum of two-dimensional discrete Gaussian free field

JOURNAL ARTICLE published October 2013 in Probability Theory and Related Fields

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Maximum entropy principles for disordered spins

JOURNAL ARTICLE published December 1995 in Probability Theory and Related Fields

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Optical local Gaussian approximation of an exponential family

JOURNAL ARTICLE published September 1987 in Probability Theory and Related Fields

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Generalized Gamma convolutions and complete monotonicity

JOURNAL ARTICLE published June 1990 in Probability Theory and Related Fields

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Generalized Maximum Likelihood Estimators

JOURNAL ARTICLE published January 1966 in Theory of Probability & Its Applications

Authors: L. Weiss | J. Wolfowitz