Publication:4695468
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zbMath0801.62028MaRDI QIDQ4695468
Publication date: 29 June 1993
martingales; asymptotic efficiency; example; partial likelihood estimator; full likelihood; \(L\)-transformations; Cox's method of partial likelihood; general statistical experiment with a filtration; product of two Dolean exponents; stable \(M\)-estimators
62F12: Asymptotic properties of parametric estimators
62B15: Theory of statistical experiments
62M99: Inference from stochastic processes
60G44: Martingales with continuous parameter
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