Effect of imprecisely known nuisance parameters on estimates of primary parameters
From MaRDI portal
Publication:3473128
Recommendations
- Incidental versus random nuisance parameters
- A Paradoxical Effect of Nuisance Parameters on Efficiency of Estimators
- Characterizations and dispersion-matrix robustness of efficiently estimable parametric functionals in linear models with nuisance parameters
- Estimation strategies in the presence of nuisance parameters
- scientific article; zbMATH DE number 2163922
Cites work
- scientific article; zbMATH DE number 3484308 (Why is no real title available?)
- scientific article; zbMATH DE number 3393155 (Why is no real title available?)
- A maximum likelihood algorithm for the mean and covariance of nonidentically distributed observations
- An approximation for analyzing a broad class of implicitly and explicitly defined estimators
- Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case
- Empirical Bayes Estimation of Rates in Longitudinal Studies
- Estimating equations in the presence of prior knowledge
- Estimation and tests of hypotheses for the initial mean and covariance in the kalman filter model
- Identifiability of linear and nonlinear dynamical systems
- Identification and estimation of discrete state-vector models with stochastic inputs
- Linear Statistical Inference and its Applications
- Linear system identification from nonstationary cross-sectional data
- Maximum likelihood in small samples: Estimation in the presence of nuisance parameters
- Maximum likelihood mean and covariance matrix estimation constrained to general positive semi-definiteness
- On the Elimination of Nuisance Parameters
- On the asymptotic normality of statistics with estimated parameters
- Pseudo maximum likelihood estimation: Theory and applications
Cited in
(8)- Marginally parameterized spatio-temporal models and stepwise maximum likelihood estimation
- scientific article; zbMATH DE number 2100417 (Why is no real title available?)
- Measurement errors, linear calibration and inferences for means
- Automated system monitoring and diagnosis via singular value decomposition
- Incidental versus random nuisance parameters
- Correcting for nonlinear measurement errors in the dependent variable in the general linear model
- Approximate and pseudo-likelihood analysis for logistic regression using external validation data to model log exposure
- A Paradoxical Effect of Nuisance Parameters on Efficiency of Estimators
This page was built for publication: Effect of imprecisely known nuisance parameters on estimates of primary parameters
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3473128)
