A Paradoxical Effect of Nuisance Parameters on Efficiency of Estimators

DOI10.14490/jjss.34.75zbMath1061.62053OpenAlexW2019961268MaRDI QIDQ4661430

Masayuki Henmi

Publication date: 4 April 2005

Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14490/jjss.34.75

zbMATH Keywords

optimalitysemiparametric modelasymptotic variancenuisance parameterorthogonal decompositionestimating function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (3)

Rank-based inference for bivariate extreme-value copulas ⋮ A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS ⋮ On the covariance of the asymptotic empirical copula process

This page was built for publication: A Paradoxical Effect of Nuisance Parameters on Efficiency of Estimators