Estimating Equations in the Presence of a Nuisance Parameter
The Annals of StatisticsPublished 1 May 1974Open access
V. P. Godambe, M. E. Thompson
Citations96
SJR quartileQ1
SJR score4.77
SNIP3.13
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Abstract
Estimating equations for a real parameter $\\theta$ which indexes a family of densities $p(x, \\theta)$ were considered in the note by Godambe (Ann. Math. Statist. 31 (1960) 1208-1211). An optimality property of the equation $\\partial \\log p/\\partial \\theta = 0$ among unbiased estimating equations was established. In this paper an analogous result is proved for estimation of a real parameter $\\theta_1$ in the presence of a nuisance parameter $\\theta_2$.
Keywords
Mathematics