Quasi-Likelihood And Its Application

A General Approach to Optimal Parameter Estimation

Autori

• Christopher C. Heyde

Parametri

• 252 pagine
• 9 ore di lettura

• Matematica

Maggiori informazioni sul libro

Focusing on the theory of optimal estimation, this book explores the choice of estimating function families and their optimization in systems influenced by random effects. It requires only basic assumptions about means and covariances, paralleling maximum likelihood theory in its initial discussion. The concept of quasi-likelihood is broadened beyond its typical application, emphasizing its role in extending likelihood-based theory. The process involves deriving quasi-scores from estimating functions to create quasi-likelihood estimators, mirroring the derivation of maximum likelihood estimators.

Lingua: Inglese

Pubblicato: 2013

(In brossura)