Friedrich Liese - researchr alias

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Viewing Publication 1 - 12 from 12

2012

phi-divergences, sufficiency, Bayes sufficiency, and deficiencyFriedrich Liese. kybernetika, 48(4):690-713, 2012. [doi]

2011

Randomized goodness of fit testsFriedrich Liese, Bing Liu. kybernetika, 47(6):814-839, 2011. [doi]

2001

A note on the rate of convergence of local polynomial estimators in regression modelsFriedrich Liese, Ingo Steinke. kybernetika, 37(5):585-603, 2001. [doi]

2000

Asymptotic distribution of the conditional regret risk for selecting good exponential populationsShanti S. Gupta, Friedrich Liese. kybernetika, 36(5):571-588, 2000. [doi]

1999

Contiguity and LAN-property of sequences of Poisson processesFriedrich Liese, Udo Lorz. kybernetika, 35(3):281-308, 1999. [doi]

Exponential rates for the error probabilities in selection proceduresFriedrich Liese, Klaus J. Miescke. kybernetika, 35(3):309-332, 1999. [doi]

1997

A note on the Hájek-LeCam boundFriedrich Liese, Ingo Steinke. kybernetika, 33(5):477-487, 1997. [doi]

1995

Exponential rate of convergence of maximum likelihood estimators for inhomogeneous Wiener processesFriedrich Liese, Andreas Wienke. kybernetika, 31(5):489-507, 1995. [doi]

1992

Every continuous first order autoregressive stochastic process is a Gaussian processFriedrich Liese. kybernetika, 28(3):227-233, 1992. [doi]

1987

Estimates of Hellinger integrals of infinitely divisible distributionsFriedrich Liese. kybernetika, 23(3):227-238, 1987. [doi]

Hellinger integrals, contiguity and entire separationFriedrich Liese. kybernetika, 23(2):104-123, 1987. [doi]

1985

Hellinger Integrals, Error Probabilities, and Contiguity of Gaussian Processes with Independent Increments and Poisson ProcessesFriedrich Liese. eik, 21(6):297-312, 1985.

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