Estimation in the presence of many nuisance parameters: composite likelihood and plug-in likelihood (Q2447659)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation in the presence of many nuisance parameters: composite likelihood and plug-in likelihood |
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Estimation in the presence of many nuisance parameters: composite likelihood and plug-in likelihood (English)
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28 April 2014
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incidental parameters problem
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nuisance parameters
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panel data
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profile likelihood
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quasi-likelihood
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root-n convergence
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spatial autoregressive model
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stationary process
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time series
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U-statistics
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