Asymptotic efficiency of estimates for models with incidental nuisance parameters

DOI10.1214/AOS/1032894471zbMath0860.62028OpenAlexW2010375027MaRDI QIDQ1816579

Helmut Strasser

Publication date: 27 April 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1032894471

zbMATH Keywords

regularitynuisance parametersempirical processsuperefficiencymixture modelssufficiencyequivalence of experimentsdifferentiability in quadratic meanasymptotic efficiency boundspermutation-invariant estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Theory of statistical experiments (62B15) Foundations and philosophical topics in statistics (62A01)

Cites Work

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• Contributions to a general asymptotic statistical theory. With the assistance of W. Wefelmeyer
• Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
• Asymptotic methods in statistical decision theory
• Empirical Bayes estimation in functional and structural models, and uniformly adaptive estimation of location
• Incidental versus random nuisance parameters

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