Extremum estimators and stochastic optimization methods
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- Type
- dissertation
- Published
- 2009-01-01
- Cited by
- 1
- References
- 57
- OpenAlex
- https://openalex.org/W81574531
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:115389439
Keywords
Estimator, Stochastic optimization, Mathematical optimization, Computer science, Mathematics
References
- On some asymptotic properties of maximum likelihood estimates and related Bayes' estimates
- Logit model for tuberculosis incidence in Europe (1995-2000). Analysis by sex and age group
- Advanced Calculus with Applications in Statistics
- Optimization by Vector Space Methods
- Large Sample Methods in Statistics: An Introduction with Applications
- Multidimensional van der Corput and sublevel set estimates
- Probability with Martingales
- Bayesian inference for variance components using only error contrasts
- On the Distribution of the Likelihood Ratio
- Estimation of the Minimum of a Function Using Order Statistics
- Weak Convergence and Empirical Processes: With Applications to Statistics
- Generalized Method of Moments Estimation When a Parameter Is on a Boundary
- Estimation of the extreme value and the extreme points
- Testing for a Global Maximum in an Econometric Context
- Note on the Consistency of the Maximum Likelihood Estimate
- Measure, Integral and Probability
- Statistical Tests for Mixed Linear Models
- Variance components testing in the longitudinal mixed effects model.
- Introduction to Stochastic Search and Optimization. Estimation, Simulation, and Control (Spall, J.C.; 2003) [book review]
- Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control
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