Estimating equations with nuisance parameters: Theory and applications

DOI10.1023/A:1004122007440zbMath0959.62025MaRDI QIDQ1585892

Ke-Hai Yuan, Robert I. Jennrich

Publication date: 2 May 2001

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

generalized least squaresgeneralized estimating equationcovariance structure analysispseudo maximum likelihoodequivariant M-estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

Related Items (8)

ON DERIVATION OF THE SEMI-PARAMETRIC WEIGHTED LIKELIHOOD ESTIMATOR, SPW, AND THE WEIGHTED CONDITIONAL PSEUDO LIKELIHOOD ESTIMATOR, WCPE ⋮ Asymptotic cumulants of ability estimators using fallible item parameters ⋮ Optimal unbiased estimation of some population central moments ⋮ An implicit function approach to constrained optimization with applications to asymptotic expansions ⋮ The impact of fallible item parameter estimates on latent trait recovery ⋮ Penalized Estimating Equations ⋮ Nonexistence of an unbiased estimating function for the Cox model ⋮ Bounded estimation in the presence of nuisance parameters

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