Estimating functions for conditional inference: many nuisance parameter case

DOI10.1007/BF00773668MaRDI QIDQ1260699zbMATH OpenOpenAlexFDO

Authors H. J. Mantel, V. P. Godambe

Publication date 25 August 1993

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

Full work available at URL https://doi.org/10.1007/bf00773668

zbMATH Keywords

confidence intervalsFisher informationnuisance parameterconditional inferencecomplete sufficient statisticstratified modelcommon means problemconditional linear optimal unbiased estimating functionconditional tests of significanceconditioning on the minimal sufficient statisticunconditional optimum estimating functions

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Sufficient statistics and fields (62B05)

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Cites work

• scientific article; zbMATH DE number 3115438 (Why is no real title available?)
• scientific article; zbMATH DE number 3903731 (Why is no real title available?)
• scientific article; zbMATH DE number 3998953 (Why is no real title available?)
• A New Method for Constructing Approximate Confidence Intervals from M Estimates
• Conditional likelihood and unconditional optimum estimating equations
• Conditional score functions: Some optimality results
• Consistent Estimates Based on Partially Consistent Observations
• Estimating equations in the presence of a nuisance parameter
• Estimating functions and approximate conditional likelihood
• Estimation of a structural parameter in the presence of a large number of nuisance parameters
• On sufficiency and ancillarity in the presence of a nuisance parameter
• Quasi-Likelihood and Optimal Estimation, Correspondent Paper
• The foundations of finite sample estimation in stochastic processes

Cited in

(12)

• A consistent estimator for the binomial distribution in the presence of ``incidental parameters: an application to patent data
• Conditioning to reduce the sensitivity of general estimating functions to nuisance parameters
• Optimal estimation in random coefficient regression models
• An approach to the conditional error rate principle with nuisance parameters
• Fixed-sample optimal non-orthogonal estimating functions in the presence of nuisance parame\-ters
• Fixed-sample optimal non-orthogonal estimating functions in the presence of nuisance parameters
• Inference based on estimating functions in the presence of nuisance parameters. With comments and rejoinder
• Projection as a method for increasing sensitivity and eliminating nuisance parameters
• Unbiased statistical estimation functions for parameters in presence of nuisance parameters
• On the approximate elimination of nuisance parameters by conditioning
• Estimation in the presence of infinitely many nuisance parameters - Geometry of estimating functions
• Empirical Bayes and conditional inference with many nuisance parameters

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