Quasi-Likelihood and Its Application: A General Approach to Optimal Parameter Estimation

Heyde, C. C.

ISBN 10: 0387982256 / ISBN 13: 9780387982250

Editore: Springer, 1997

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This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:9780387982250. Codice articolo 8983237

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Titolo: Quasi-Likelihood and Its Application: A ...

Casa editrice: Springer

Data di pubblicazione: 1997

Legatura: Rilegato

Condizione: Good

Descrizione articolo

Riassunto:

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.

Contenuti:

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.