Exponential statistical experiments: their properties and convergence results

A. A. Gushchin; E. Valkeila

doi:10.1524/strm.2001.19.2.173

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Exponential statistical experiments: their properties and convergence results

A. A. Gushchin and E. Valkeila

Published/Copyright: February 1, 2001

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From the journal Statistics & Risk Modeling Volume 19 Issue 2

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APA
Harvard
Chicago
Vancouver

Gushchin, A. A. and Valkeila, E.. "Exponential statistical experiments: their properties and convergence results" Statistics & Risk Modeling, vol. 19, no. 2, 2001, pp. 173-190. https://doi.org/10.1524/strm.2001.19.2.173

Gushchin, A. & Valkeila, E. (2001). Exponential statistical experiments: their properties and convergence results. Statistics & Risk Modeling, 19(2), 173-190. https://doi.org/10.1524/strm.2001.19.2.173

Gushchin, A. and Valkeila, E. (2001) Exponential statistical experiments: their properties and convergence results. Statistics & Risk Modeling, Vol. 19 (Issue 2), pp. 173-190. https://doi.org/10.1524/strm.2001.19.2.173

Gushchin, A. A. and Valkeila, E.. "Exponential statistical experiments: their properties and convergence results" Statistics & Risk Modeling 19, no. 2 (2001): 173-190. https://doi.org/10.1524/strm.2001.19.2.173

Gushchin A, Valkeila E. Exponential statistical experiments: their properties and convergence results. Statistics & Risk Modeling. 2001;19(2): 173-190. https://doi.org/10.1524/strm.2001.19.2.173

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A STOCHASTIC ALGORITHM FOR MAXIMUM LIKELIHOOD ESTIMATION IN IMAGING
ASYMPTOTIC MINIMAX ESTIMATION IN NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS FROM DISCRETE OBSERVATIONS
POINT ESTIMATION OF THE COEFFICIENT OF DETERMINATION
A TWO-STAGE POINT ESTIMATION PROCEDURE FOR THE MEAN OF AN EXPONENTIAL DISTRIBUTION AND SECOND-ORDER RESULTS
Exponential statistical experiments: their properties and convergence results
SIMULATING LEVEL CROSSING PROBABILITIES BY IMPORTANCE SAMPLING FOR NON-DECREASING COMPOUND POISSON PROCESSES WITH BOUNDED JUMPS AND A NEGATIVE DRIFT
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https://doi.org/10.1524/strm.2001.19.2.173

Articles in the same Issue

Inhalt
A STOCHASTIC ALGORITHM FOR MAXIMUM LIKELIHOOD ESTIMATION IN IMAGING
ASYMPTOTIC MINIMAX ESTIMATION IN NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS FROM DISCRETE OBSERVATIONS
POINT ESTIMATION OF THE COEFFICIENT OF DETERMINATION
A TWO-STAGE POINT ESTIMATION PROCEDURE FOR THE MEAN OF AN EXPONENTIAL DISTRIBUTION AND SECOND-ORDER RESULTS
Exponential statistical experiments: their properties and convergence results
SIMULATING LEVEL CROSSING PROBABILITIES BY IMPORTANCE SAMPLING FOR NON-DECREASING COMPOUND POISSON PROCESSES WITH BOUNDED JUMPS AND A NEGATIVE DRIFT
Book Reviews