Quasi-likelihood and its application : a general approach to optimal parameter estimation
著者
書誌事項
Quasi-likelihood and its application : a general approach to optimal parameter estimation
（Springer series in statistics）
Springer, c1997
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注記
Includes bibliographical references (p. [211]-226) and index
内容説明・目次
内容説明
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.
目次
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.
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