Abstract
Consider a parametric family β = {Pθ,n:(θ,n) ∈ Θ × H} with Θ ⊂IRp and H arbitrary. We are interested in estimating the (structural) parameter θ The value of the nuisance parameter n changes from observation to observation, being a random variable, distributed according to some p-measure Γ on (H ,ℬ), i.e., the observation xν is a realization governed by Pθ,nν, and nν is a realization governed by Γ.
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© 1982 Springer-Verlag, New York Inc.
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Pfanzagl, J. (1982). Random Nuisance Parameters. In: Contributions to a General Asymptotic Statistical Theory. Lecture Notes in Statistics, vol 13. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-5769-1_15
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DOI: https://doi.org/10.1007/978-1-4612-5769-1_15
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-90776-5
Online ISBN: 978-1-4612-5769-1
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