Thomas Lumley 3/7/2023

The fourth-root thing

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This article delves into the statistical theory behind estimator consistency, focusing on the 'fourth-root' condition where nuisance parameter estimators converge at a rate of op(n^{-1/4}). It examines asymptotic distributions, Taylor expansions, and applications in Generalized Estimating Equations (GEE) and raking, while seeking historical references for the concept.

The fourth-root thing

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