rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Quasi-Likelihood and its Application
    sub title: A General Approach to Optimal Parameter Estimation
  name:
    name part: Heyde, Christopher C.
    role:
      role term: editor.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: xxu
    date issued: 1997
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: X, 236 p. online resource.
  abstract: 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- hood score.
  table of contents: 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.
  note: edited by Christopher C. Heyde.
  subject:
    topic: Mathematics
  subject:
    topic: Applied mathematics
  subject:
    topic: Engineering mathematics
  subject:
    topic: Mathematics
  subject:
    topic: Applications of Mathematics
  classification: T57-57.97
  classification: 519
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: Springer Series in Statistics
  identifier: 9780387226798
  identifier: http://dx.doi.org/10.1007/b98823
  record info:
    record creation date: 100301
    record change date: 20151204170441.0
    record identifier: 978-0-387-22679-8