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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Format: | Article |
Language: | English |
Published: |
MDPI AG
2025-01-01
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Series: | Mathematics |
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Online Access: | https://www.mdpi.com/2227-7390/13/2/179 |
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