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'

Scand Stat Theory Appl. 2008 Mar 1;35(1):186-192. doi: 10.1111/j.1467-9469.2007.00574.x.

Abstract

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'.