Efficiency of Projected Score Methods in Rectangular Array Asymptotics

DOI10.1111/1467-9868.00380MaRDI QIDQ4673760zbMATH OpenOpenAlexFDO

Authors Haihong Li, Bruce G. Lindsay, Richard P. Waterman

Publication date 9 May 2005

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9868.00380

zbMATH Keywords

nuisance parametersNeyman-Scott problem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

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Cites work

• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• ANOVA and rank tests when the number of treatments is large
• Mixture models: theory, geometry and applications

Cited in

(9)

• Likelihood inference in an autoregression with fixed effects
• Smoothed quantile regression for panel data
• Bias-corrected Pearson estimating functions for Taylor's power law applied to benthic macrofauna data
• Integrated likelihood based inference for nonlinear panel data models with unobserved effects
• Estimating dynamic panel data discrete choice models with fixed effects
• Asymptotics for panel quantile regression models with individual effects
• Rank tests in heteroscedastic multi-way HANOVA
• The role of score and information bias in panel data likelihoods
• On the unbiased asymptotic normality of quantile regression with fixed effects

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