Consistent estimation in the presence of incidental parameters

DOI10.1007/BF02613567zbMath0206.20004MaRDI QIDQ2542683

Johann Pfanzagl

Publication date: 1970

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175428

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10)

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Cites Work

• Estimation by the minimum distance method
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• The Minimum Distance Method
• A Necessary and Sufficient Condition for the Existence of Consistent Estimates
• On the existence of consistent estimates and tests
• Consistent Estimates Based on Partially Consistent Observations
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