Consistent estimation in the presence of incidental parameters |
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Authors: | Prof Dr J Pfanzagl |
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Institution: | 1. Mathematisches Institut, Weyertal 88–90, 5000 K?ln 41
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Abstract: | Summary Let (X,A) be a measurable space andP
ϑη |A (ϑη) ∈ Θ x H, ∥A, (θ, η) ∈ Θ×H, a parametrized family of probability measures (for short:p-measures). This paper is concerned with the problem of consistently estimatingθ from realizations governed by
, where ηu ∈ H, v ∈ ℕ, are unknown. |
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Keywords: | |
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