caa a22 4500 47582699X CHVBK 20180406123831.0 cr unu---uuuuu 170329e20000601xx s 000 0 eng 10.1023/A:1004122007440 doi (NATIONALLICENCE)springer-10.1023/A:1004122007440 Estimating Equations with Nuisance Parameters: Theory and Applications [Elektronische Daten] [Ke-Hai Yuan, Robert Jennrich] In a variety of statistical problems the estimate Θn of a parameter Θ is defined as the root of a generalized estimating equation Gn(Θnγn)=0 where γn is an estimate of a nuisance parameter γ. We give sufficient conditions for the asymptotic normality of #x0398;n defined in this way and derive their asymptotic distribution. A circumstance under which the asymptotic distribution of #x0398;n will not be influenced by that of γn) is noted. As an example, we consider a covariance structure analysis in which both the population mean and the population fourth-order moment are nuisance parameters. Applications to pseudo maximum likelihood, generalized least squares with estimated weights, and M-estimation with an estimated scale parameter are discussed briefly. The Institute of Statistical Mathematics, 2000 Asymptotic distribution nationallicence generalized estimating equation nationallicence covariance structure analysis nationallicence pseudo maximum likelihood nationallicence generalized least squares nationallicence equivariant M -estimation nationallicence Yuan Ke-Hai Department of Psychology, University of California, Los Angeles, 1282A Franz Hall, Box 951563, 90095-1563, Los Angeles, CA, U.S.A. aut Jennrich Robert Department of Mathematics, University of California, 90095, Los Angeles, CA, U.S.A. aut Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 52/2(2000-06-01), 343-350 0020-3157 52:2<343 2000 52 10463 https://doi.org/10.1023/A:1004122007440 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1023/A:1004122007440 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Yuan Ke-Hai Department of Psychology, University of California, Los Angeles, 1282A Franz Hall, Box 951563, 90095-1563, Los Angeles, CA, U.S.A aut NATIONALLICENCE 700 1- Jennrich Robert Department of Mathematics, University of California, 90095, Los Angeles, CA, U.S.A aut NATIONALLICENCE 773 0- Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 52/2(2000-06-01), 343-350 0020-3157 52:2<343 2000 52 10463 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer