BS2 Further Statistical Inference HT09 - Lecture 2
Nuisance parameters
This lecture discusses nuisance parameters, the difficulties they create and concepts for treating them in a proper way.
Recommended reading for this lecture (and the former) is
Young and Smith (2005), Chapter 6 and 7, in particular 6.2, 6.3, 7.2.
Leonard and Hsu (1999), Section 1.5.
but also Cox (2006), Chapter 4 and 7, in particular sections 4.1-4.3 and 7.2.
Last updated: Monday, 26 January 2009 10:48. Steffen L. Lauritzen