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'
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'.
Breslow
Norman E
NE
Department of Biostatistics, University of Washington.
Wellner
Jon A
JA