Asymptotic efficiency of estimators of a multivariate linear functional relation1

DOI10.1080/02331887908801505zbMath0427.62028OpenAlexW2196884865MaRDI QIDQ3862878

Michael Nussbaum

Publication date: 1979

Published in: Series Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331887908801505

zbMATH Keywords

Gauss-Markov theoryasymptotic efficiency of maximum likelihood estimatorinfinitely many incidental nuisance parametersmultivariate linear functional relation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Foundations and philosophical topics in statistics (62A01)

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