Effect of imprecisely known nuisance parameters on estimates of primary parameters
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Publication:3473128
DOI10.1080/03610928908829894zbMATH Open0696.62142OpenAlexW2092963393MaRDI QIDQ3473128FDOQ3473128
Authors: James C. Spall 
Publication date: 1989
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928908829894
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- scientific article; zbMATH DE number 2163922
asymptotic normalityconfidence intervalssystem identificationnuisance parameterM-estimatorweak consistencysignal-plus-noise
Cites Work
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- Identifiability of linear and nonlinear dynamical systems
- Maximum likelihood mean and covariance matrix estimation constrained to general positive semi-definiteness
- On the Elimination of Nuisance Parameters
- Pseudo maximum likelihood estimation: Theory and applications
- Maximum likelihood in small samples: Estimation in the presence of nuisance parameters
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- Identification and estimation of discrete state-vector models with stochastic inputs
- A maximum likelihood algorithm for the mean and covariance of nonidentically distributed observations
- Empirical Bayes Estimation of Rates in Longitudinal Studies
- An approximation for analyzing a broad class of implicitly and explicitly defined estimators
Cited In (8)
- Marginally parameterized spatio-temporal models and stepwise maximum likelihood estimation
- Title not available (Why is that?)
- Measurement errors, linear calibration and inferences for means
- Automated system monitoring and diagnosis via singular value decomposition
- Correcting for nonlinear measurement errors in the dependent variable in the general linear model
- Incidental versus random nuisance parameters
- 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
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