© 1982 by Biometrika Trust
MISCELLANEA |
Estimating equations in the presence of prior knowledge
Department of Statistics, University of Brasilia Brasilia, Brazil
Godambe's (1960) criterion of optimality for estimating equations is extended to the case where prior knowledge is given. The optimality of the estimating equation
log
(
|x)/
= 0, where
(
|x) is the posterior density, is shown under certain assumptions. The nuisance parameter case is also analysed.
Key Words: Estimating equations Information Nuisance parameter