Inference Based on Estimating Functions in the Presence of Nuisance Parameters
Inference Based on Estimating Functions in the Presence of Nuisance Parameters
In many studies, the scientific objective can be formulated in terms of a statistical model indexed by parameters, only some of which are of scientific interest. The other "nuisance parameters" are required to complete the specification of the probability mechanism but are not of intrinsic value in themselves. It is …