Quasi-Likelihood and its Application A General Approach to Optimal Parameter Estimation /

• Corporate Author: SpringerLink (Online service)
• Other Authors: Heyde, Christopher C. (Editor)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 1997.
• Series: Springer Series in Statistics,
• Subjects: Mathematics.; Applied mathematics.; Engineering mathematics.; Applications of Mathematics.

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 f...

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.