#nuisance parameters

topicnuisance parameters

1 paper · 1 filter

math.ST2026

Nuisance parameters and elliptically symmetric distributions: a geometric approach to parametric and semiparametric efficiency

Stefano Fortunati, Jean-Pierre Delmas, Esa Ollila

The paper derives explicit formulas for the projection onto the nuisance tangent space in elliptically symmetric distribution models, enabling exact efficiency analysis for estimat…