| 書目名稱 | Quasi-Likelihood And Its Application |
| 副標題 | A General Approach t |
| 編輯 | Christopher C. Heyde |
| 視頻video | http://file.papertrans.cn/782/781609/781609.mp4 |
| 概述 | The first account in book form.The author is one of the leading experts in this area |
| 叢書名稱 | Springer Series in Statistics |
| 圖書封面 |  |
| 描述 | This book is concerned with the general theory of optimal estimation of - rameters in systems subject to random e?ects and with the application of this theory. The focus is on choice of families of estimating functions, rather than the estimators derived therefrom, and on optimization within these families. Only assumptions about means and covariances are required for an initial d- cussion. Nevertheless, the theory that is developed mimics that of maximum likelihood, at least to the ?rst order of asymptotics. The term quasi-likelihood has often had a narrow interpretation, asso- ated with its application to generalized linear model type contexts, while that of optimal estimating functions has embraced a broader concept. There is, however, no essential distinction between the underlying ideas and the term quasi-likelihood has herein been adopted as the general label. This emphasizes its role in extension of likelihood based theory. The idea throughout involves ?nding quasi-scores from families of estimating functions. Then, the qua- likelihood estimator is derived from the quasi-score by equating to zero and solving, just as the maximum likelihood estimator is derived from the like- |
| 出版日期 | Book 1997 |
| 關(guān)鍵詞 | Estimator; Generalized linear model; Likelihood; Mathematica; STATISTICA; Variance; optimization; probabili |
| 版次 | 1 |
| doi | https://doi.org/10.1007/b98823 |
| isbn_softcover | 978-1-4757-7104-6 |
| isbn_ebook | 978-0-387-22679-8Series ISSN 0172-7397 Series E-ISSN 2197-568X |
| issn_series | 0172-7397 |
| copyright | Springer Science+Business Media New York 1997 |