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Essential Statistical Inference pp 297–337Cite as

M-Estimation (Estimating Equations)

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Part of the book series: Springer Texts in Statistics ((STS,volume 120))

Abstract

In Chapter 1 we made the distinction between the parts of a fully specified statistical model. The primary part is the part that is most important for answering the underlying scientific questions. The secondary part consists of all the remaining details of the model. Usually the primary part is the mean or systematic part of the model, and the secondary part is mainly concerned with the distributional assumptions about the random part of the model. The full specification of the model is important for constructing the likelihood and for using the associated classical methods of inference as spelled out in Chapters 2 and 3 and supported by the asymptotic results of Chapter 6.

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  1. Department of Statistics, North Carolina State University, Raleigh, North Carolina, USA

    Denni D Boos & L A Stefanski

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Boos, D.D., Stefanski, L.A. (2013). M-Estimation (Estimating Equations). In: Essential Statistical Inference. Springer Texts in Statistics, vol 120. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-4818-1_7

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