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Titlebook: Basics of Modern Mathematical Statistics; Vladimir Spokoiny,Thorsten Dickhaus Textbook 2015 Springer-Verlag Berlin Heidelberg 2015 Coverag

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High-Risk Breast Cancer: Bilaterality are extended to the semiparametric framework.The main tool of the study is the quasi maximum likelihood method. We especially focus on the validity of the presented results under possible model misspecification. Another important issue is the way of measuring the estimation loss and risk. We distin
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Regression Estimation, start with a linear regression model, then a generalized linear modeling is discussed. We also mention median and quantile regression. Some classical estimation procedures are introduced in a unified manner. The list includes least squares and least absolute deviation methods, M-estimators, maximum
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Estimation in Linear Models,e direct analysis of the linear estimation procedures. Sections 4.5 and 4.6 reproduce in a very short form the same results but now based on the likelihood analysis. The presentation is based on the celebrated chi-squared phenomenon which appears to be the fundamental fact yielding the exact likelih
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Bayes Estimation,he Bayes approach and roughness penalization approach for linear models considered in Sect. .. The last two sections discuss the relation between Bayes and minimax risk and explain the van Trees lower bound for the risk of estimation which can be viewed as a Bayes analog of the Cramér–Rao frequentis
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Testing in Linear Models,ypotheses, for subvectors, and for general linear hypotheses. The tests can be carried out in practice by utilizing chi-square or Fisher’s .-distributions, respectively, as null distributions of the likelihood ratio test statistic in case of known or unknown error variance, respectively. We also dis
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Some Other Testing Methods,Smirnov–von Mises test as particular cases of the substitution approach. Then, we are considered with Bayesian approaches towards hypothesis testing. Finally, Sect. 8.4 deals with locally best tests. It is demonstrated that the score function is the natural equivalent to the LR statistic if no unifo
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ontributes both theoretically, with the creation of knowledge in less researched areas such as female entrepreneurship in Spain, and practically, through the development of sustainable support policies for female entrepreneurial activity.
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