Publication date
January 2003
DOIAbstract
There are consistently estimable parameters of interest whose semiparametric Fisher information vanishes at some points of the model in question. Here we investigate how bad this is for estimation
There are consistently estimable parameters of interest whose semiparametric Fisher information vanishes at some points of the model in question. Here we investigate how bad this is for estimation
In a very recent and interesting paper, Fergusson and Platen (2015) investigate the applicability of...
International audienceThis paper is devoted to the link between the Fisher Information Matrix invert...
This letter analyzes the Fisher kernel from a statistical point of view. The Fisher kernel is a part...
There are consistently estimable parameters of interest whose semiparametric Fisher information vani...
This paper provides a systematic approach to semiparametric identification that is based on statist...
In many statistical applications that concern mathematical psychologists, the concept of Fisher info...
Estimation of parameters of linear systems is a problem often encountered in applications. The Crame...
The existence of a uniformly consistent estimator for a particular param-eter is well-known to depen...
This paper considers the problem of parameter estimation in a general class of semiparametric models...
A set of Fisher information properties are presented in order to draw a parallel with similar proper...
Abstract The inverse of the Fisher Information Matrix is a lower bound for the co-variance matrix of...
The Fisher information matrix (FIM) is a widely used measure for applications including statistical ...
Recently, Hjort and Claeskens (2003) developed an asymptotic theory for model selection, model avera...
For a parametric family of probabilities pθ, its Fisher information is defined as I (pθ)
Virtually all econometric models are conditional models. Nevertheless many of such models lose infor...
In a very recent and interesting paper, Fergusson and Platen (2015) investigate the applicability of...
International audienceThis paper is devoted to the link between the Fisher Information Matrix invert...
This letter analyzes the Fisher kernel from a statistical point of view. The Fisher kernel is a part...
There are consistently estimable parameters of interest whose semiparametric Fisher information vani...
This paper provides a systematic approach to semiparametric identification that is based on statist...
In many statistical applications that concern mathematical psychologists, the concept of Fisher info...
Estimation of parameters of linear systems is a problem often encountered in applications. The Crame...
The existence of a uniformly consistent estimator for a particular param-eter is well-known to depen...
This paper considers the problem of parameter estimation in a general class of semiparametric models...
A set of Fisher information properties are presented in order to draw a parallel with similar proper...
Abstract The inverse of the Fisher Information Matrix is a lower bound for the co-variance matrix of...
The Fisher information matrix (FIM) is a widely used measure for applications including statistical ...
Recently, Hjort and Claeskens (2003) developed an asymptotic theory for model selection, model avera...
For a parametric family of probabilities pθ, its Fisher information is defined as I (pθ)
Virtually all econometric models are conditional models. Nevertheless many of such models lose infor...
In a very recent and interesting paper, Fergusson and Platen (2015) investigate the applicability of...
International audienceThis paper is devoted to the link between the Fisher Information Matrix invert...
This letter analyzes the Fisher kernel from a statistical point of view. The Fisher kernel is a part...
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