Higher-Order Expansions for Estimators in the Presence of Nuisance Parameters

Higher-order asymptotic methods for nonlinear models with nuisance parameters are developed. We allow for both one-step estimators, in which the nuisance and parameters of interest are jointly estimated; and also two-step (or iterated) estimators, in which the nuisance parameters are first estimated...

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Bibliographic Details
Main Author: Paul Rilstone
Format: Article
Language:English
Published: MDPI AG 2025-01-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/13/2/179
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