Estimating equations with nuisance parameters: Theory and applications

DOI10.1023/A:1004122007440MaRDI QIDQ1585892zbMATH OpenFDO

Authors 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 estimating equationpseudo maximum likelihoodcovariance structure analysisgeneralized least squaresequivariant M-estimation

Mathematics Subject Classification ID

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

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Cited in

(23)

• Estimation of a structural parameter in the presence of a large number of nuisance parameters
• Bounded estimation in the presence of nuisance parameters
• Asymptotic cumulants of ability estimators using fallible item parameters
• ON DERIVATION OF THE SEMI-PARAMETRIC WEIGHTED LIKELIHOOD ESTIMATOR, SPW, AND THE WEIGHTED CONDITIONAL PSEUDO LIKELIHOOD ESTIMATOR, WCPE
• The large sample properties of the solutions of general estimating equations
• Signal-to-noise ratio in estimating and testing the mediation effect: structural equation modeling versus path analysis with weighted composites
• Robust modified profile estimating function with application to the generalized estimating equation
• Asymptotic theory of generalized estimating equations based on jack-knife pseudo-observations
• A Z‐theorem with Estimated Nuisance Parameters and Correction Note for ‘Weighted Likelihood for Semiparametric Models and Two‐phase Stratified Samples, with Application to Cox Regression’
• Nonexistence of an unbiased estimating function for the Cox model
• Mediation analysis using incomplete information from publicly available data sources
• Penalized Estimating Equations
• Inference based on estimating functions in the presence of nuisance parameters. With comments and rejoinder
• The impact of fallible item parameter estimates on latent trait recovery
• An optimal estimating equation with unspecified variances
• Estimation in the presence of many nuisance parameters: composite likelihood and plug-in likelihood
• An implicit function approach to constrained optimization with applications to asymptotic expansions
• Parameter Orthogonality and Bias Adjustment for Estimating Functions
• scientific article; zbMATH DE number 2062294 (Why is no real title available?)
• Stabilizing the asymptotic covariance of an estimate
• Estimation in the presence of infinitely many nuisance parameters - Geometry of estimating functions
• Optimal unbiased estimation of some population central moments
• scientific article; zbMATH DE number 3986462 (Why is no real title available?)

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