On -estimators viewed as -estimators
On Least Favourable Two Point Priors and Minimax Estimators Under Absolute Error Loss.
On least squares estimation of Fourier coefficients and of the regression function
On maximum likelihood estimation in mixed normal models with two variance components
In the paper we deal with the problem of parameter estimation in the linear normal mixed model with two variance components. We present solutions to the problem of finding the global maximizer of the likelihood function and to the problem of finding the global maximizer of the REML likelihood function in this model.
On minimax estimation of the parameter in the Pólya urn scheme
On minimax sequential procedures for exponential families of stochastic processes
The problem of finding minimax sequential estimation procedures for stochastic processes is considered. It is assumed that in addition to the loss associated with the error of estimation a cost of observing the process is incurred. A class of minimax sequential procedures is derived explicitly for a one-parameter exponential family of stochastic processes. The minimax sequential procedures are presented in some special models, in particular, for estimating a parameter of exponential families of...
On multiple periodic autoregression
The model of periodic autoregression is generalized to the multivariate case. The autoregressive matrices are periodic functions of time. The mean value of the process can be a non-vanishing periodic sequence of vectors. Estimators of parameters and tests of statistical hypotheses are based on the Bayes approach. Two main versions of the model are investigated, one with constant variance matrices and the other with periodic variance matrices of the innovation process.
On non-nested regression models
A generalization of a test for non-nested models in linear regression is derived for the case when there are several regression models with more regressors.
On normal approximation of large products of functions: A refinement of Blackwell's result.
On numerical evaluation of maximum-likelihood estimates for finite mixtures of distributions
On optimality of the LR tests in the sense of exact slopes. II. Application to individual distributions
On optimality of the LR tests in the sense of exact slopes. I. General case
On periodic autoregression with unknown mean
If the parameters of an autoregressive model are periodic functions we get a periodic autoregression. In the paper the case is investigated when the expectation can also be a periodic function. The innovations have either constant or periodically changing variances.
On robust estimation in the simplest exponential model
On second order efficiency of a robust test and approximations of its error probabilities
On Seifert's ANOVA-like test for variance components
On Selecting the Best of k Lognormal Distributions.
On small sample inference for common mean in heteroscedastic one-way model
In this paper we consider and compare several approximate methods for making small-sample statistical inference on the common mean in the heteroscedastic one-way random effects model. The topic of the paper was motivated by the problem of interlaboratory comparisons and is also known as the (traditional) common mean problem. It is also closely related to the problem of multicenter clinical trials and meta-analysis. Based on our simulation study we suggest to use the approach proposed by Kenward...
On some asymptotic results in statistics by way of contiguity
On some distributiions involving general functions