A necessary and sufficient condition for the strong consistency of a family of estimators of the common odds ratio (Q4855336): Difference between revisions
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| Property / cites work: Odds ratio estimators when the data are sparse / rank | |||
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| Property / cites work: Weighted averages of the observed odds ratios when the number of tables is large / rank | |||
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| Property / cites work: The Use of Maximin Efficiency Robust Tests in Combining Contingency Tables and Survival Analysis / rank | |||
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| Property / cites work: Estimating a Common Relative Risk: Application in Equal Employment / rank | |||
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| Property / cites work: Estimation of a Common Effect Parameter from Sparse Follow-Up Data / rank | |||
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| Property / cites work: Q3747485 / rank | |||
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| Property / cites work: Consistent Estimates Based on Partially Consistent Observations / rank | |||
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Latest revision as of 17:09, 23 May 2024
scientific article; zbMATH DE number 814653
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A necessary and sufficient condition for the strong consistency of a family of estimators of the common odds ratio |
scientific article; zbMATH DE number 814653 |
Statements
A necessary and sufficient condition for the strong consistency of a family of estimators of the common odds ratio (English)
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9 November 1995
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sparse tables
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two-by-two contingency tables
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Mantel-Haenszel estimator
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strong consistency
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asymptotic normality
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