Chen, Zaiwei; Maguluri, Siva T.; Shakkottai, Sanjay; Shanmugam, Karthikeyan A Lyapunov theory for finite-sample guarantees of Markovian stochastic approximation. (English) Zbl 07907201 Oper. Res. 72, No. 4, 1352-1367 (2024). MSC: 90Cxx × Cite Format Result Cite Review PDF Full Text: DOI
Mathews, Joseph; Schmidler, Scott C. Finite sample complexity of sequential Monte Carlo estimators on multimodal target distributions. (English) Zbl 1536.65006 Ann. Appl. Probab. 34, No. 1B, 1199-1223 (2024). MSC: 65C05 65C40 60J22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zuo, Yijun Non-asymptotic robustness analysis of regression depth median. (English) Zbl 07783456 J. Multivariate Anal. 199, Article ID 105247, 12 p. (2024). MSC: 62Hxx 62G35 62G08 62F35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Zaiwei; Clarke, John-Paul; Maguluri, Siva Theja Target network and truncation overcome the deadly triad in \(Q\)-learning. (English) Zbl 1532.68075 SIAM J. Math. Data Sci. 5, No. 4, 1078-1101 (2023). MSC: 68T05 68T07 68T09 90C40 62L20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Yinyin; He, Shishuang; Yang, Yun; Liang, Feng Learning topic models: identifiability and finite-sample analysis. (English) Zbl 07784951 J. Am. Stat. Assoc. 118, No. 544, 2860-2875 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Zuo, Yijun Non-asymptotic analysis and inference for an outlyingness induced winsorized mean. (English) Zbl 1527.62033 Stat. Pap. 64, No. 5, 1465-1481 (2023). MSC: 62G35 62G15 62G05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cheng, Zhenxia; Luo, Jun; Wu, Ruijing On the finite-sample statistical validity of adaptive fully sequential procedures. (English) Zbl 1541.62058 Eur. J. Oper. Res. 307, No. 1, 266-278 (2023). MSC: 62F07 62L10 × Cite Format Result Cite Review PDF Full Text: DOI
Jeong, Minsoo A numerical method to obtain exact confidence intervals for likelihood-based parameter estimators. (English) Zbl 07702197 J. Stat. Plann. Inference 226, 20-29 (2023). MSC: 62-XX 65-XX × Cite Format Result Cite Review PDF Full Text: DOI
Liang, Xin; Guo, Zhen-Chen; Wang, Li; Li, Ren-Cang; Lin, Wen-Wei Nearly optimal stochastic approximation for online principal subspace estimation. (English) Zbl 1515.65027 Sci. China, Math. 66, No. 5, 1087-1122 (2023). MSC: 65C30 62H12 62H25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Zaiwei; Zhang, Sheng; Doan, Thinh T.; Clarke, John-Paul; Maguluri, Siva Theja Finite-sample analysis of nonlinear stochastic approximation with applications in reinforcement learning. (English) Zbl 1504.93364 Automatica 146, Article ID 110623, 14 p. (2022). MSC: 93E03 93C10 68T05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lanteri, Alessandro; Maggioni, Mauro; Vigogna, Stefano Conditional regression for single-index models. (English) Zbl 07594088 Bernoulli 28, No. 4, 3051-3078 (2022). MSC: 62Gxx 62Jxx 62Hxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Liu, Jinshan; Xia, Qiang Some finite sample results for a system of seemingly unrelated regression equations. (English) Zbl 07533651 Commun. Stat., Theory Methods 51, No. 11, 3629-3644 (2022). MSC: 62H12 62F11 62J02 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Shao-Hsuan; Huang, Su-Yun Perturbation theory for cross data matrix-based PCA. (English) Zbl 1493.62325 J. Multivariate Anal. 190, Article ID 104960, 19 p. (2022). MSC: 62H12 62F12 62H25 × Cite Format Result Cite Review PDF Full Text: DOI
Trang, Vu Mai; Bachoc, François; Pauwels, Edouard Rate of convergence for geometric inference based on the empirical Christoffel function. (English) Zbl 1490.62095 ESAIM, Probab. Stat. 26, 171-207 (2022). MSC: 62G07 42C05 62G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Diquigiovanni, Jacopo; Fontana, Matteo; Vantini, Simone Conformal prediction bands for multivariate functional data. (English) Zbl 1520.62424 J. Multivariate Anal. 189, Article ID 104879, 14 p. (2022). MSC: 62R10 62G08 62G15 62H12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Huckemann, Stephan F.; Eltzner, Benjamin Data analysis on nonstandard spaces. (English) Zbl 07910743 Wiley Interdiscip. Rev., WIREs Comput. Stat. 13, No. 3, Article ID e1526, 19 p. (2021). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Solís, Maikol Non-parametric estimation of the first-order Sobol indices with bootstrap bandwidth. (English) Zbl 1497.62088 Commun. Stat., Simulation Comput. 50, No. 9, 2497-2512 (2021). MSC: 62G07 62G08 62G09 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Klock, Timo; Lanteri, Alessandro; Vigogna, Stefano Estimating multi-index models with response-conditional least squares. (English) Zbl 1472.62043 Electron. J. Stat. 15, No. 1, 589-629 (2021). Reviewer: Dimitrios Bagkavos (Ioannina) MSC: 62G05 62G08 62H12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chatterji, Niladri S.; Long, Philip M. Finite-sample analysis of interpolating linear classifiers in the overparameterized regime. (English) Zbl 1542.62089 J. Mach. Learn. Res. 22, Paper No. 129, 30 p. (2021). MSC: 62H30 62R07 68T05 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Moura, Ricardo; Klein, Martin; Zylstra, John; Coelho, Carlos A.; Sinha, Bimal Inference for multivariate regression model based on synthetic data generated using plug-in sampling. (English) Zbl 1464.62297 J. Am. Stat. Assoc. 116, No. 534, 720-733 (2021). MSC: 62H12 62J05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Sinova, Beatriz; Van Aelst, Stefan; Terán, Pedro M-estimators and trimmed means: from Hilbert-valued to fuzzy set-valued data. (English) Zbl 07363874 Adv. Data Anal. Classif., ADAC 15, No. 2, 267-288 (2021). MSC: 62G35 62-07 03E72 × Cite Format Result Cite Review PDF Full Text: DOI Link
Kereta, Željko; Klock, Timo Estimating covariance and precision matrices along subspaces. (English) Zbl 1461.62067 Electron. J. Stat. 15, No. 1, 554-588 (2021). Reviewer: Jaromír Antoch (Praha) MSC: 62H12 62J10 62J12 62G08 62G05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Oryshchenko, Vitaliy Exact mean integrated squared error and bandwidth selection for kernel distribution function estimators. (English) Zbl 1511.62074 Commun. Stat., Theory Methods 49, No. 7, 1603-1628 (2020). MSC: 62G07 62H30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Doko Tchatoka, Firmin; Dufour, Jean-Marie Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory. (English) Zbl 1464.62501 J. Econom. 218, No. 2, 390-418 (2020). MSC: 62P20 62F03 62J05 62H15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Lin, Jiahe; Michailidis, George Regularized estimation of high-dimensional factor-augmented vector autoregressive (FAVAR) models. (English) Zbl 1510.62366 J. Mach. Learn. Res. 21, Paper No. 117, 51 p. (2020). MSC: 62M10 62H12 62P05 68W40 65K05 90C26 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Wei, Jie; Chen, Hui Determining the number of factors in approximate factor models by twice K-fold cross validation. (English) Zbl 1443.62163 Econ. Lett. 191, Article ID 109149, 5 p. (2020). MSC: 62H12 62H25 62D20 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Laurent, Sébastien; Shi, Shuping Volatility estimation and jump detection for drift-diffusion processes. (English) Zbl 1456.62251 J. Econom. 217, No. 2, 259-290 (2020). MSC: 62P05 62M10 60J60 62P20 91B84 × Cite Format Result Cite Review PDF Full Text: DOI
Lindholm, Mathias; Wahl, Felix On the variance parameter estimator in general linear models. (English) Zbl 1436.62202 Metrika 83, No. 2, 243-254 (2020). MSC: 62H12 62G08 62P05 15A42 62J10 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Cheng, Xu; Liao, Zhipeng; Shi, Ruoyao On uniform asymptotic risk of averaging GMM estimators. (English) Zbl 1445.62067 Quant. Econ. 10, No. 3, 931-979 (2019). MSC: 62G07 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Liebl, Dominik Inference for sparse and dense functional data with covariate adjustments. (English) Zbl 1415.62022 J. Multivariate Anal. 170, 315-335 (2019). MSC: 62G08 62G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fogarty, Colin B. Regression-assisted inference for the average treatment effect in paired experiments. (English) Zbl 1506.62433 Biometrika 105, No. 4, 994-1000 (2018). MSC: 62P10 62D20 62J99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Hao, Botao; Sun, Will Wei; Liu, Yufeng; Cheng, Guang Simultaneous clustering and estimation of heterogeneous graphical models. (English) Zbl 1473.62220 J. Mach. Learn. Res. 18(2017-2018), Paper No. 217, 58 p. (2018). MSC: 62H30 62H22 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Liu, Xiao Hui; Luo, Shi Hua; Zuo, Yi Jun The limit of finite sample breakdown point of Tukey’s halfspace median for general data. (English) Zbl 1401.62080 Acta Math. Sin., Engl. Ser. 34, No. 9, 1403-1416 (2018). MSC: 62H05 62F35 62H12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hartigan, Luke Alternative HAC covariance matrix estimators with improved finite sample properties. (English) Zbl 1469.62075 Comput. Stat. Data Anal. 119, 55-73 (2018). MSC: 62-08 62H12 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Li, Chris Junchi; Wang, Mengdi; Liu, Han; Zhang, Tong Near-optimal stochastic approximation for online principal component estimation. (English) Zbl 1414.62214 Math. Program. 167, No. 1 (B), 75-97 (2018). MSC: 62H25 68W27 60H10 60H15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
de la Rosa de Sáa, Sara; Lubiano, María Asunción; Sinova, Beatriz; Filzmoser, Peter Robust scale estimators for fuzzy data. (English) Zbl 1414.62104 Adv. Data Anal. Classif., ADAC 11, No. 4, 731-758 (2017). MSC: 62F35 62A86 × Cite Format Result Cite Review PDF Full Text: DOI Link
Moura, Ricardo; Klein, Martin; Coelho, Carlos A.; Sinha, Bimal Inference for multivariate regression model based on synthetic data generated under fixed-posterior predictive sampling: comparison with plug-in sampling. (English) Zbl 1369.62121 REVSTAT 15, No. 2, 155-186 (2017). MSC: 62H12 62J05 62D05 62P25 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Shi, Peibei; Qu, Annie Weak signal identification and inference in penalized model selection. (English) Zbl 1371.62025 Ann. Stat. 45, No. 3, 1214-1253 (2017). MSC: 62F30 62F25 62J07 62P10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Liu, XiaoHui; Zuo, YiJun; Wang, QiHua Finite sample breakdown point of Tukey’s halfspace median. (English) Zbl 1368.62131 Sci. China, Math. 60, No. 5, 861-874 (2017). MSC: 62H05 62H12 62F35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pfeiffer, Ruth M.; Redd, Andrew; Carroll, Raymond J. On the impact of model selection on predictor identification and parameter inference. (English) Zbl 1417.62195 Comput. Stat. 32, No. 2, 667-690 (2017). MSC: 62J05 62J07 62F12 62P10 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Farahmand, Amir-Massoud; Ghavamzadeh, Mohammad; Szepesvári, Csaba; Mannor, Shie Regularized policy iteration with nonparametric function spaces. (English) Zbl 1392.68345 J. Mach. Learn. Res. 17, Paper No. 139, 66 p. (2016). MSC: 68T05 68T20 90C40 × Cite Format Result Cite Review PDF Full Text: Link
Lazaric, Alessandro; Ghavamzadeh, Mohammad; Munos, Rémi Analysis of classification-based policy iteration algorithms. (English) Zbl 1360.90280 J. Mach. Learn. Res. 17, Paper No. 19, 30 p. (2016). MSC: 90C40 62H30 × Cite Format Result Cite Review PDF Full Text: Link
Schwartz, Jacob; Giles, David E. Bias-reduced maximum likelihood estimation of the zero-inflated Poisson distribution. (English) Zbl 1337.62036 Commun. Stat., Theory Methods 45, No. 2, 465-478 (2016). MSC: 62F10 62F40 62N02 62N05 × Cite Format Result Cite Review PDF Full Text: DOI
Rublík, F.; Somorčík, J. On the Behrens-Fisher problem from the spatial median point of view. (English) Zbl 1457.62184 J. Stat. Comput. Simulation 85, No. 15, 3080-3091 (2015). MSC: 62H15 62G10 62G35 62H10 × Cite Format Result Cite Review PDF Full Text: DOI
Maronna, Ricardo A.; Yohai, Victor J. High finite-sample efficiency and robustness based on distance-constrained maximum likelihood. (English) Zbl 1507.62129 Comput. Stat. Data Anal. 83, 262-274 (2015). MSC: 62-08 62H12 62F35 62J05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Corain, Livio; Salmaso, Luigi Improving power of multivariate combination-based permutation tests. (English) Zbl 1331.62028 Stat. Comput. 25, No. 2, 203-214 (2015). MSC: 62-07 62H15 62G10 × Cite Format Result Cite Review PDF Full Text: DOI
Schnass, Karin Local identification of overcomplete dictionaries. (English) Zbl 1351.68232 J. Mach. Learn. Res. 16, 1211-1242 (2015). MSC: 68T05 62H25 94A12 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Geng, Zhigeng; Wang, Sijian; Yu, Menggang; Monahan, Patrick O.; Champion, Victoria; Wahba, Grace Group variable selection via convex log-exp-sum penalty with application to a breast cancer survivor study. (English) Zbl 1419.62166 Biometrics 71, No. 1, 53-62 (2015). MSC: 62J05 62P10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Schnass, Karin On the identifiability of overcomplete dictionaries via the minimisation principle underlying K-SVD. (English) Zbl 1297.94018 Appl. Comput. Harmon. Anal. 37, No. 3, 464-491 (2014). MSC: 94A20 15A23 68T05 94A29 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bhattacharya, Rabi; Lin, Lizhen Recent progress in the nonparametric estimation of monotone curves – with applications to bioassay and environmental risk assessment. (English) Zbl 1468.62027 Comput. Stat. Data Anal. 63, 63-80 (2013). MSC: 62-08 62G05 62P10 62P12 × Cite Format Result Cite Review PDF Full Text: DOI
Niu, Gang; Dai, Bo; Shang, Lin; Sugiyama, Masashi Maximum volume clustering: a new discriminative clustering approach. (English) Zbl 1318.62213 J. Mach. Learn. Res. 14, 2641-2687 (2013). MSC: 62H30 68T05 68T10 90C90 × Cite Format Result Cite Review PDF Full Text: Link
Langovoy, Mikhail; Wittich, Olaf Robust nonparametric detection of objects in noisy images. (English) Zbl 1307.62168 J. Nonparametric Stat. 25, No. 2, 409-426 (2013). MSC: 62H35 62G10 62G35 60K35 94A08 94A13 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mariano, Roberto S.; Preve, Daniel Statistical tests for multiple forecast comparison. (English) Zbl 1443.62491 J. Econom. 169, No. 1, 123-130 (2012). MSC: 62P20 62H15 62M20 × Cite Format Result Cite Review PDF Full Text: DOI Link Link
Pesarin, Fortunato; Salmaso, Luigi A review and some new results on permutation testing for multivariate problems. (English) Zbl 1322.62155 Stat. Comput. 22, No. 2, 639-646 (2012). MSC: 62H15 62F03 62G10 62N03 62G35 62-02 × Cite Format Result Cite Review PDF Full Text: DOI
Lazaric, Alessandro; Ghavamzadeh, Mohammad; Munos, Rémi Finite-sample analysis of least-squares policy iteration. (English) Zbl 1433.68361 J. Mach. Learn. Res. 13, 3041-3074 (2012). MSC: 68T05 62J05 60J20 90C40 × Cite Format Result Cite Review PDF Full Text: Link
Cheng, Ximing; Luo, Li Variable selection for recurrent event data with informative censoring. (English) Zbl 1269.93110 J. Syst. Sci. Complex. 25, No. 5, 987-997 (2012). MSC: 93E10 93E25 × Cite Format Result Cite Review PDF Full Text: DOI
Ruckdeschel, Peter; Horbenko, Nataliya Yet another breakdown point notion: EFSBP. Illustrated at scale-shape models. (English) Zbl 1477.62071 Metrika 75, No. 8, 1025-1047 (2012). MSC: 62F35 62H12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Genest, Christian; Nešlehová, Johanna; Ben Ghorbal, Noomen Estimators based on Kendall’s tau in multivariate copula models. (English) Zbl 1274.62367 Aust. N. Z. J. Stat. 53, No. 2, 157-177 (2011). MSC: 62H12 62H20 × Cite Format Result Cite Review PDF Full Text: DOI
Liang, Hua; Zou, Guohua; Wan, Alan T. K.; Zhang, Xinyu Optimal weight choice for frequentist model average estimators. (English) Zbl 1229.62090 J. Am. Stat. Assoc. 106, No. 495, 1053-1066 (2011). MSC: 62J05 62H12 62F12 65C05 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Lu, Yan; Zhang, Guoyi The equivalence between likelihood ratio test and F-test for testing variance component in a balanced one-way random effects model. (English) Zbl 1187.62038 J. Stat. Comput. Simulation 80, No. 4, 443-450 (2010). MSC: 62F03 62J10 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Lawford, Steve; Stamatogiannis, Michalis P. The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators. (English) Zbl 1429.62402 J. Econom. 148, No. 2, 124-130 (2009). MSC: 62M10 62H12 62P20 × Cite Format Result Cite Review PDF Full Text: DOI HAL
Leeb, Hannes Conditional predictive inference post model selection. (English) Zbl 1173.62026 Ann. Stat. 37, No. 5B, 2838-2876 (2009). MSC: 62G08 62G15 62H12 62J05 62J07 60E15 65C60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Shoji, Isao A simple numerical method of checking normality in statistical models. (English) Zbl 1163.62014 Adv. Appl. Stat. 10, No. 2, 259-275 (2008). MSC: 62F05 62G10 65C60 62M10 62E20 62J05 62G20 × Cite Format Result Cite Review PDF Full Text: Link
Yang, Z. L.; Tse, Y. K.; Bai, Z. D. Statistics with estimated parameters. (English) Zbl 1128.62026 Stat. Sin. 17, No. 2, 817-837 (2007). MSC: 62F10 62F12 62E20 62H12 × Cite Format Result Cite Review PDF
Shin, Yongcheol; Snell, Andy Mean group tests for stationarity in heterogeneous panels. (English) Zbl 1088.62106 Econom. J. 9, No. 1, 123-158 (2006). MSC: 62M10 65C05 62F03 62L10 × Cite Format Result Cite Review PDF Full Text: DOI
Kiviet, Jan F.; Phillips, Garry D. A. Moment approximation for least-squares estimators in dynamic regression models with a unit root. (English) Zbl 1073.62076 Econom. J. 8, No. 2, 115-142 (2005). MSC: 62M10 62E20 62F12 62H12 62M09 × Cite Format Result Cite Review PDF Full Text: DOI
Nielsen, Morten Ørregaard Efficient inference in multivariate fractionally integrated time series models. (English) Zbl 1094.91054 Econom. J. 7, No. 1, 63-97 (2004). Reviewer: Georgi Boshnakov (Manchester) MSC: 91B84 91B82 × Cite Format Result Cite Review PDF Full Text: DOI
Sánchez, Ismael Implementing unit roost tests in ARMA models of unknown order. (English) Zbl 1050.62097 Stat. Pap. 45, No. 2, 249-266 (2004). MSC: 62M10 62M15 62M09 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Samawi, Hani M.; Abu-Dayyeh, Walid More powerful sign test using median ranked set sample: Finite sample power comparison. (English) Zbl 1042.62042 J. Stat. Comput. Simulation 73, No. 10, 697-708 (2003). MSC: 62G10 62E15 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Song, Iickho; Bae, Jinsoo; Kim, Sun Yong Advanced theory of signal detection. Weak signal detection in generalized observations. (English) Zbl 1034.94002 Signals and Communication Technology. Berlin: Springer (ISBN 3-540-43064-4/hbk). xii, 395 p. (2002). Reviewer: Yuehua Wu (Toronto) MSC: 94A13 94A12 94D05 × Cite Format Result Cite Review PDF
Croux, Christophe; Haesbroeck, Gentiane A note on finite-sample efficiencies of estimators for the minimum volume ellipsoid. (English) Zbl 1031.62043 J. Stat. Comput. Simulation 72, No. 7, 585-596 (2002). MSC: 62H12 62F35 × Cite Format Result Cite Review PDF Full Text: DOI
Dufour, Jean-Marie; Khalaf, Lynda Simulation based finite and large sample tests in multivariate regressions. (English) Zbl 1030.62048 J. Econom. 111, No. 2, 303-322 (2002). MSC: 62H12 62J05 65C60 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Fernandez Sainz, Ana; Rodriguez-Poo, Juan; Villanua Martin, Inmaculada Finite sample behavior of two step estimators in selection models. (English) Zbl 1005.62018 Comput. Stat. 17, No. 1, 1-16 (2002). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62F10 62F12 62-08 62G05 65C05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Michalek, S.; Wagner, M.; Timmer, J.; Vach, W. Finite sample properties of the maximum likelihood estimator and of likelihood ratio tests in hidden Markov models. (English) Zbl 0986.62066 Biom. J. 43, No. 7, 863-879 (2001). MSC: 62M05 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Hornok, Attila; Larsson, Rolf The finite sample distribution of the KPSS test. (English) Zbl 1038.91551 Econom. J. 3, No. 1, 108-121 (2000). MSC: 91B84 91B82 × Cite Format Result Cite Review PDF Full Text: DOI
Brooks, Chris; Heravi, Saeed M. The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test. (English) Zbl 0934.91045 Comput. Econ. 13, No. 2, 147-162 (1999). MSC: 91B84 × Cite Format Result Cite Review PDF Full Text: DOI
Snapp, Robert R.; Venkatesh, Santosh S. Asymptotic expansions of the \(k\) nearest neighbor risk. (English) Zbl 0929.62070 Ann. Stat. 26, No. 3, 850-878 (1998). MSC: 62H30 62G20 41A60 × Cite Format Result Cite Review PDF Full Text: DOI
Kariya, T.; Kim, P. Finite sample robustness of tests: An overview. (English) Zbl 0908.62037 Maddala, G. S. (ed.) et al., Robust inference. Amsterdam: North-Holland. Handb. Stat. 15, 645-660 (1997). Reviewer: J.Antoch (Praha) MSC: 62F35 62H15 62F03 62M10 × Cite Format Result Cite Review PDF
Croux, Christophe; Haesbroeck, Gentiane An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator. (English) Zbl 0900.62278 Comput. Stat. Data Anal. 25, No. 2, 125-141 (1997). MSC: 62H12 62F35 65C99 × Cite Format Result Cite Review PDF Full Text: DOI
Szroeter, J. Characterization of the exact finite-sample distribution of a routine test statistic for non-nested regressions. (English) Zbl 0861.62013 Stat. Probab. Lett. 29, No. 1, 9-14 (1996). MSC: 62E10 62J05 62H15 × Cite Format Result Cite Review PDF Full Text: DOI
Chakraborty, Biman; Chaudhuri, Probal On a transformation and re-transformation technique for constructing an affine equivariant multivariate median. (English) Zbl 0856.62046 Proc. Am. Math. Soc. 124, No. 8, 2539-2547 (1996). MSC: 62H12 62A01 62E20 62H99 × Cite Format Result Cite Review PDF Full Text: DOI
Sato, Seisho; Kunitomo, Naoto Some properties of the maximum likelihood estimator in the simultaneous switching autoregressive model. (English) Zbl 0854.62086 J. Time Ser. Anal. 17, No. 3, 287-307 (1996). MSC: 62M10 62H12 62M05 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Lobato, I.; Robinson, P. M. Averaged periodogram estimation of long memory. (English) Zbl 0854.62088 J. Econom. 73, No. 1, 303-324 (1996). MSC: 62M15 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Wan, Alan T. K. Estimating the error variance after a pre-test for an inequality restriction on the coefficients. (English) Zbl 0846.62051 J. Stat. Plann. Inference 52, No. 2, 197-213 (1996). MSC: 62J05 62H15 62F30 62F10 × Cite Format Result Cite Review PDF Full Text: DOI
Psaradakis, Zacharias; Sola, Martin On the power of tests for superexogeneity and structural invariance. (English) Zbl 0842.62098 J. Econom. 72, No. 1-2, 151-175 (1996). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Morgenthaler, Stephan; Tukey, John W. Inference for the direction of the larger of two eigenvectors: The case of circular elongation. (English) Zbl 0855.62046 Rieder, Helmut (ed.), Robust statistics, data analysis, and computer intensive methods. In honor of Peter Huber’s 60th birthday. New York, NY: Springer-Verlag. Lect. Notes Stat., Springer-Verlag. 109, 321-352 (1996). MSC: 62H25 62H10 62G35 × Cite Format Result Cite Review PDF
Dufour, Jean-Marie; Kiviet, Jan F. Exact tests for structural change in first-order dynamic models. (English) Zbl 0834.62051 J. Econom. 70, No. 1, 39-68 (1996). MSC: 62H15 62M10 62J05 62F03 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Terbeck, Wolfgang Interactions in the two-factor analysis of variance. (Interaktionen in der Zwei-Faktoren-Varianzanalyse.) (German) Zbl 0879.62059 Essen: Univ. GH Essen, Fachber. 6- Math. und Informatik, 102 S. (1996). MSC: 62J10 62F35 × Cite Format Result Cite Review PDF
Lee, Hahn S.; Siklos, Pierre L. A note on the critical values for the maximum likelihood (seasonal) cointegration tests. (English) Zbl 0875.90206 Econ. Lett. 49, No. 2, 137-145 (1995). MSC: 91B84 62M15 × Cite Format Result Cite Review PDF Full Text: DOI
Brunner, Allan D.; Hess, Gregory D. Potential problems in estimating bilinear time-series models. (English) Zbl 0875.90215 J. Econ. Dyn. Control 19, No. 4, 663-681 (1995). MSC: 91B84 62P20 91B82 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Robinson, P. M. Gaussian semiparametric estimation of long range dependence. (English) Zbl 0843.62092 Ann. Stat. 23, No. 5, 1630-1661 (1995). MSC: 62M15 62G05 65C99 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Zhiqiang Bounds for the breakdown point of the simplicial median. (English) Zbl 0898.62041 J. Multivariate Anal. 55, No. 1, 1-13 (1995). MSC: 62F35 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Zhiqiang Robustness of the half-space median. (English) Zbl 0833.62033 J. Stat. Plann. Inference 46, No. 2, 175-181 (1995). MSC: 62F35 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Niinimaa, A.; Oja, H. On the influence functions of certain bivariate medians. (English) Zbl 0829.62041 J. R. Stat. Soc., Ser. B 57, No. 3, 565-574 (1995). MSC: 62F35 62H12 × Cite Format Result Cite Review PDF
Yap, Sook Fwe; Reinsel, Gregory C. Estimation and testing for unit roots in a partially nonstationary vector autoregressive moving average model. (English) Zbl 0818.62079 J. Am. Stat. Assoc. 90, No. 429, 253-267 (1995). MSC: 62M10 62H12 62H15 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Kundu, Debasis; Kundu, Rameswar Consistent estimates of super imposed exponential signals when some observations are missing. (English) Zbl 0814.62014 J. Stat. Plann. Inference 44, No. 2, 205-218 (1995). MSC: 62F10 62J02 65C05 62P99 × Cite Format Result Cite Review PDF Full Text: DOI
Gombay, E. Nonparametric truncated sequential change-point detection. (English) Zbl 0814.62024 Stat. Decis. 13, No. 1, 71-82 (1995). MSC: 62G10 62L10 62L15 × Cite Format Result Cite Review PDF
Chang, Yue-Cune; Liang, Kung-Yee Estimation in the exponential family in the presence of nuisance parameters: Compromise between bias and precision. (English) Zbl 0824.62093 Stat. Sin. 4, No. 1, 169-185 (1994). MSC: 62P10 62F10 62H17 × Cite Format Result Cite Review PDF
Psaltis, Demetri; Snapp, Robert R.; Venkatesh, Santosh S. On the finite sample performance of the nearest neighbor classifier. (English) Zbl 0820.62060 IEEE Trans. Inf. Theory 40, No. 3, 820-837 (1994). MSC: 62H30 68T10 65D30 41A60 × Cite Format Result Cite Review PDF Full Text: DOI Link
Christmann, Andreas Least median of weighted squares in logistic regression with large strata. (English) Zbl 0807.62029 Biometrika 81, No. 2, 413-417 (1994). MSC: 62F35 62J99 62P10 × Cite Format Result Cite Review PDF Full Text: DOI