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.



Inhalt

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.

Titel
Quasi-Likelihood And Its Application
Untertitel
A General Approach to Optimal Parameter Estimation
EAN
9780387226798
Format
E-Book (pdf)
Veröffentlichung
08.01.2008
Digitaler Kopierschutz
Wasserzeichen
Anzahl Seiten
236