A necessary and sufficient condition for the strong consistency of a family of estimators of the common odds ratio

DOI10.2307/3315446zbMath0834.62029OpenAlexW2043017069MaRDI QIDQ4855336

Yu, Kai Fun

Publication date: 9 November 1995

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

Full work available at URL: https://doi.org/10.2307/3315446

zbMATH Keywords

asymptotic normalityMantel-Haenszel estimatorstrong consistencysparse tablestwo-by-two contingency tables

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Contingency tables (62H17)

Cites Work

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• Weighted averages of the observed odds ratios when the number of tables is large
• The Use of Maximin Efficiency Robust Tests in Combining Contingency Tables and Survival Analysis
• Estimation of a Common Effect Parameter from Sparse Follow-Up Data
• Estimating a Common Relative Risk: Application in Equal Employment
• Odds ratio estimators when the data are sparse
• Consistent Estimates Based on Partially Consistent Observations

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