Effect of imprecisely known nuisance parameters on estimates of primary parameters

DOI10.1080/03610928908829894zbMath0696.62142OpenAlexW2092963393MaRDI QIDQ3473128

James C. Spall

Publication date: 1989

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908829894

zbMATH Keywords

system identificationconfidence intervalsasymptotic normalityweak consistencynuisance parameterM-estimatorsignal-plus-noise

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10)

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