Quasi-Likelihood and Its Application
A General Approach to Optimal Parameter Estimation
(Sprache: Englisch)
Quasi-likelihood is a very generally applicable estimating function based methodology for optimally estimating model parameters in systems subject to random effects. Only assumptions about means and covariances are required in contrast to the full...
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Quasi-likelihood is a very generally applicable estimating function based methodology for optimally estimating model parameters in systems subject to random effects. Only assumptions about means and covariances are required in contrast to the full distributional assumptions of ordinary likelihood based methodology. This monograph gives the first account in book form of all the essential features of the quasi-likelihood methodology,and stresses its value as a general purpose inferential tool. The treatment is rather informal, emphasizing essential princples rather than detailed proofs. Many examples of the use of the methods in both classical statistical and stochastic process contexts are provided. Readers are assumed to have a firm grounding in probability and statistics at the graduate level.
Inhaltsverzeichnis zu „Quasi-Likelihood and Its Application “
The General Framework.- An Alternative Approach: E-Sufficiency.- Asymptotic Confidence Zones of Minimum Size.- Asymptotic Quasi-Likelihood.- Combining Estimating Functions.- Projected Quasi-Likelihood.- Bypassing the Likelihood.- Hypothesis Testing.- Infinite Dimensional Problems.- Miscellaneous Applications.- Consistency and Asymptotic Normality for Estimating Functions.- Complements and Strategies for Application.
Bibliographische Angaben
- Autor: Christopher C. Heyde
- 1997, 236 Seiten, Maße: 16 x 24,1 cm, Gebunden, Englisch
- Verlag: Springer, New York
- ISBN-10: 0387982256
- ISBN-13: 9780387982250
- Erscheinungsdatum: 31.07.1997
Sprache:
Englisch
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