Quasi-Likelihood And Its Application: A General Approach to Optimal Parameter Estimation (Springer Series in Statistics)

Heyde, Christopher C.

ISBN 10: 1475771045 / ISBN 13: 9781475771046

Editore: Springer, 2013

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

Casa editrice: Springer

Data di pubblicazione: 2013

Legatura: Paperback

Condizione: Like New

Tipologia articolo: book

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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.