Christopher C. Heyde
Springer New York
1997e druk, 1997
9780387982250
Quasi-Likelihood And Its Application
A General Approach to Optimal Parameter Estimation
Specificaties
Gebonden, 236 blz.
|
Engels
Springer New York |
1997e druk, 1997
ISBN13: 9780387982250
Rubricering
Onderdeel van serie
Springer Series in Statistics
Levertijd ongeveer 8 werkdagen
Samenvatting
The first account in book form of all the essential features of the quasi-likelihood methodology, stressing its value as a general purpose inferential tool. The treatment is rather informal, emphasizing essential principles rather than detailed proofs, and readers are assumed to have a firm grounding in probability and statistics at the graduate level. Many examples of the use of the methods in both classical statistical and stochastic process contexts are provided.
Specificaties
ISBN13:9780387982250
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:236
Uitgever:Springer New York
Druk:1997
Inhoudsopgave
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.