Estimation in the presence of incidental parameters

DOI10.2307/3314904zbMath0499.62025OpenAlexW2055861249MaRDI QIDQ3965402

Tak K. Mak

Publication date: 1982

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3314904

zbMATH Keywords

consistencyasymptotic normalitymaximum likelihood estimationasymptotic covariance matrixincidental parametersstructural parameterslinear functional relationships

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Point estimation (62F10)

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