## The Annals of Statistics

### Estimating Equations in the Presence of a Nuisance Parameter

#### Abstract

Estimating equations for a real parameter $\theta$ which indexes a family of densities $p(x, \theta)$ were considered in the note by Godambe (Ann. Math. Statist. 31 (1960) 1208-1211). An optimality property of the equation $\partial \log p/\partial \theta = 0$ among unbiased estimating equations was established. In this paper an analogous result is proved for estimation of a real parameter $\theta_1$ in the presence of a nuisance parameter $\theta_2$.

#### Article information

Source
Ann. Statist., Volume 2, Number 3 (1974), 568-571.

Dates
First available in Project Euclid: 12 April 2007

https://projecteuclid.org/euclid.aos/1176342718

Digital Object Identifier
doi:10.1214/aos/1176342718

Mathematical Reviews number (MathSciNet)
MR356335

Zentralblatt MATH identifier
0283.62029

JSTOR