Incidental versus random nuisance parameters
From MaRDI portal
Publication:1317243
DOI10.1214/aos/1176349392zbMath0795.62029OpenAlexW1986291841MaRDI QIDQ1317243
Publication date: 18 September 1994
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349392
normal distributionnuisance parameterempirical distributionunknown priorasymptotically more concentratedmutually absolutely continuous probability measures
Related Items (9)
REML estimation: Asymptotic behavior and related topics ⋮ Fitting a line segment to noisy data ⋮ Application of convolution theorems in semiparametric models with non-i. i. d. data ⋮ On the Bayesian nonparametric generalization of IRT-type models ⋮ Stein 1956: Efficient nonparametric testing and estimation ⋮ Rank tests in heteroscedastic multi-way HANOVA ⋮ Asymptotic efficiency of estimates for models with incidental nuisance parameters ⋮ Generalized maximum likelihood estimation of the mean of parameters of mixtures. With applications to sampling and to observational studies ⋮ Specification and identification issues in models involving a latent hierarchical structure
This page was built for publication: Incidental versus random nuisance parameters