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most cited-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing

68 citations · 79 across the 19 of their papers we have counts for

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math.ST2023

Semiparametric Statistics and the Spread Inequality

Chris A. J. Klaassen

Classical mathematical statistics deals with models that are parametrized by a Euclidean, i.e. finite dimensional, parameter. Quite often such models have been and still are chosen…

math.ST2023

Inference via the Skewness-Kurtosis Set

Chris A. J. Klaassen, Bert van Es

Kurtosis minus squared skewness is bounded from below by 1, but for unimodal distributions this parameter is bounded by 189/125. In some applications it is natural to compare distr…

math.ST2016

Semiparametrically Efficient Estimation of Euclidean Parameters under Equality Constraints

Chris A. J. Klaassen, Nanang Susyanto

Assume a (semi)parametrically efficient estimator is given of the Euclidean parameter in a (semi)parametric model. A submodel is obtained by constraining this model in that a conti…

math.ST2015

Semiparametrically Efficient Estimation of Constrained Euclidean Parameters

Chris A. J. Klaassen, Nanang Susyanto

Consider a quite arbitrary (semi)parametric model with a Euclidean parameter of interest and assume that an asymptotically (semi)parametrically efficient estimator of it is given.…

math.ST2013★ 1 cited

Optimal Rate of Direct Estimators in Systems of Ordinary Differential Equations Linear in Functions of the Parameters

Itai Dattner, Chris A. J. Klaassen

Many processes in biology, chemistry, physics, medicine, and engineering are modeled by a system of differential equations. Such a system is usually characterized via unknown param…

math.ST2010★ 68 cited

-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing

Shota Gugushvili, Chris A. J. Klaassen

We consider the problem of parameter estimation for a system of ordinary differential equations from noisy observations on a solution of the system. In case the system is nonlinear…