Skip to main page content
U.S. flag

An official website of the United States government

Dot gov

The .gov means it’s official.
Federal government websites often end in .gov or .mil. Before sharing sensitive information, make sure you’re on a federal government site.

Https

The site is secure.
The https:// ensures that you are connecting to the official website and that any information you provide is encrypted and transmitted securely.

Access keys NCBI Homepage MyNCBI Homepage Main Content Main Navigation
. 2008 Mar 1;35(1):186-192.
doi: 10.1111/j.1467-9469.2007.00574.x.

A Z-theorem with Estimated Nuisance Parameters and Correction Note for 'Weighted Likelihood for Semiparametric Models and Two-phase Stratified Samples, with Application to Cox Regression'

Norman E Breslow  1 , Jon A Wellner
Affiliations

A Z-theorem with Estimated Nuisance Parameters and Correction Note for 'Weighted Likelihood for Semiparametric Models and Two-phase Stratified Samples, with Application to Cox Regression'

Norman E Breslow et al. Scand Stat Theory Appl. .

Abstract

We state and prove a limit theorem for estimators of a general, possibly infinite dimensional parameter based on unbiased estimating equations containing estimated nuisance parameters. The theorem corrects a gap in the proof of one of the assertions of our paper 'Weighted likelihood for semiparametric models and two-phase stratified samples, with application to Cox regression'.

PubMed Disclaimer

Similar articles

See all similar articles

Cited by

See all "Cited by" articles

References

    1. Breslow NE, Wellner JA. Weighted likelihood for semiparametric models and two-phase stratified samples, with application to Cox regression. Scand J Statist. 2007;34:86–102. - PMC - PubMed
    1. Kato T. Perturbation theory for linear operators. 2. Springer-Verlag; Berlin: 1976.
    1. Pierce DA. The asymptotic effect of substituting estimators for parameters in certain types of statistics. Ann Statist. 1982;10:475–478.
    1. van der Vaart AW. Efficiency of infinite-dimensional M-estimators. Statist Neerlandica. 1995;49:9–30.
    1. van der Vaart AW. Asymptotic statistics. Cambridge University Press; Cambridge: 1998.

LinkOut - more resources