一种利用独立样本用插入式方法消除干扰参数的方法

IF 0.6 4区数学 Q3 STATISTICS & PROBABILITY

Annals of the Institute of Statistical Mathematics Pub Date : 2025-04-15 DOI:10.1007/s10463-025-00927-y

George Tzavelas

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引用次数: 0

摘要

在干扰参数存在的情况下，结构参数的估计是一个古老而富有挑战性的问题。通常的估计方法是插件似然法，使用相同的数据集来估计结构参数和干扰参数。本文的目的是为使用插件方法估计感兴趣的参数提供一个最优估计函数，当干扰参数的估计量独立于用于估计结构参数的样本时。

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A way of eliminating a nuisance parameter with the plug-in method utilizing an independent sample

The estimation of the structural parameter in the presence of a nuisance parameter is an old and challenging problem. The usual estimating method is the plug-in likelihood method, using the same data set for estimating both the structural as well as the nuisance parameters. The aim of this paper is to provide an optimal estimating function for the estimation of the parameter of interest using the plug-in method, when an estimator for the nuisance parameter is available independent of the sample used to estimate the structural parameter.

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来源期刊

Annals of the Institute of Statistical Mathematics 数学-统计学与概率论

CiteScore

2.00

自引率

0.00%

发文量

审稿时长

6-12 weeks

期刊介绍： Annals of the Institute of Statistical Mathematics (AISM) aims to provide a forum for open communication among statisticians, and to contribute to the advancement of statistics as a science to enable humans to handle information in order to cope with uncertainties. It publishes high-quality papers that shed new light on the theoretical, computational and/or methodological aspects of statistical science. Emphasis is placed on (a) development of new methodologies motivated by real data, (b) development of unifying theories, and (c) analysis and improvement of existing methodologies and theories.