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'

Authors: BRESLOW, NORMAN E.¹; WELLNER, JON A.²

Source: Scandinavian Journal of Statistics, Volume 35, Number 1, March 2008 , pp. 186-192(7)

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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' [Scand. J. Statist. 34 (2007) 86-102].

Keywords: nuisance parameters; Z-theorem

Document Type: Research article

DOI: http://dx.doi.org/10.1111/j.1467-9469.2007.00574.x

Affiliations: 1: Department of Biostatistics, University of Washington 2: Departments of Statistics and Biostatistics, University of Washington

Publication date: 2008-03-01