Google Analytics does it by passing their parameters on the src URI of an image call which doesn't hit cross domain problems:
http://www.google-analytics.com/__utm.gif?utmwv=4.3.1&utmn=187577837&utmhn=prism.talis.com&utmcs=UTF-8&utmsr=1440x900&utmsc=24-bit&utmul=en-us&utmje=1&utmfl=10.0%20r22&utmdt=Catalogue%20Home&utmhid=1819877514&utmr=-&utmp=/sandbox-gov/&utmac=undefined&utmcc=__utma%3D122530634.1390897904446935800.1247157196.1248795639.1248960807.19%3B%2B__utmz%3D122530634.1247157196.1.1.utmcsr%3D(direct)%7Cutmccn%3D(direct)%7Cutmcmd%3D(none)%3B The code to dynamicly insert the <img> coming from the analytics script http://google-analytics.com/ga.js