Quasi Likelihood And Its Application
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Quasi Likelihood And Its Application
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Author : Christopher C. Heyde
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-01-08
Quasi Likelihood And Its Application written by Christopher C. Heyde and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-01-08 with Mathematics categories.
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.
Quasi Likelihood And Its Application
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Author : Christopher C. Heyde
language : en
Publisher:
Release Date : 2014-01-15
Quasi Likelihood And Its Application written by Christopher C. Heyde and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-15 with categories.
Simultaneous Inference Procedures Using The Method Of Quasi Likelihood With An Application To Feedback Models
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Author : Suparni Gunasekera
language : en
Publisher:
Release Date : 1992
Simultaneous Inference Procedures Using The Method Of Quasi Likelihood With An Application To Feedback Models written by Suparni Gunasekera and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with Estimation theory categories.
On Quasi Likelihood Estimation
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Author : Youyi Chen
language : en
Publisher:
Release Date : 1991
On Quasi Likelihood Estimation written by Youyi Chen and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with categories.
Mathematical Statistics And Applications
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Author : Marc Moore
language : en
Publisher: IMS
Release Date : 2003
Mathematical Statistics And Applications written by Marc Moore and has been published by IMS this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Mathematical statistics categories.
Maximum Likelihood Estimation And Inference
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Author : Russell B. Millar
language : en
Publisher: John Wiley & Sons
Release Date : 2011-07-26
Maximum Likelihood Estimation And Inference written by Russell B. Millar and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-07-26 with Mathematics categories.
This book takes a fresh look at the popular and well-established method of maximum likelihood for statistical estimation and inference. It begins with an intuitive introduction to the concepts and background of likelihood, and moves through to the latest developments in maximum likelihood methodology, including general latent variable models and new material for the practical implementation of integrated likelihood using the free ADMB software. Fundamental issues of statistical inference are also examined, with a presentation of some of the philosophical debates underlying the choice of statistical paradigm. Key features: Provides an accessible introduction to pragmatic maximum likelihood modelling. Covers more advanced topics, including general forms of latent variable models (including non-linear and non-normal mixed-effects and state-space models) and the use of maximum likelihood variants, such as estimating equations, conditional likelihood, restricted likelihood and integrated likelihood. Adopts a practical approach, with a focus on providing the relevant tools required by researchers and practitioners who collect and analyze real data. Presents numerous examples and case studies across a wide range of applications including medicine, biology and ecology. Features applications from a range of disciplines, with implementation in R, SAS and/or ADMB. Provides all program code and software extensions on a supporting website. Confines supporting theory to the final chapters to maintain a readable and pragmatic focus of the preceding chapters. This book is not just an accessible and practical text about maximum likelihood, it is a comprehensive guide to modern maximum likelihood estimation and inference. It will be of interest to readers of all levels, from novice to expert. It will be of great benefit to researchers, and to students of statistics from senior undergraduate to graduate level. For use as a course text, exercises are provided at the end of each chapter.
Foundations Of Modern Econometrics A Unified Approach
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Author : Yongmiao Hong
language : en
Publisher: World Scientific
Release Date : 2020-07-13
Foundations Of Modern Econometrics A Unified Approach written by Yongmiao Hong and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-07-13 with Business & Economics categories.
Modern economies are full of uncertainties and risk. Economics studies resource allocations in an uncertain market environment. As a generally applicable quantitative analytic tool for uncertain events, probability and statistics have been playing an important role in economic research. Econometrics is statistical analysis of economic and financial data. In the past four decades or so, economics has witnessed a so-called 'empirical revolution' in its research paradigm, and as the main methodology in empirical studies in economics, econometrics has been playing an important role. It has become an indispensable part of training in modern economics, business and management.This book develops a coherent set of econometric theory, methods and tools for economic models. It is written as a textbook for graduate students in economics, business, management, statistics, applied mathematics, and related fields. It can also be used as a reference book on econometric theory by scholars who may be interested in both theoretical and applied econometrics.
Recent Advances And Future Directions In Causality Prediction And Specification Analysis
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Author : Xiaohong Chen
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-08-01
Recent Advances And Future Directions In Causality Prediction And Specification Analysis written by Xiaohong Chen and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-08-01 with Business & Economics categories.
This book is a collection of articles that present the most recent cutting edge results on specification and estimation of economic models written by a number of the world’s foremost leaders in the fields of theoretical and methodological econometrics. Recent advances in asymptotic approximation theory, including the use of higher order asymptotics for things like estimator bias correction, and the use of various expansion and other theoretical tools for the development of bootstrap techniques designed for implementation when carrying out inference are at the forefront of theoretical development in the field of econometrics. One important feature of these advances in the theory of econometrics is that they are being seamlessly and almost immediately incorporated into the “empirical toolbox” that applied practitioners use when actually constructing models using data, for the purposes of both prediction and policy analysis and the more theoretically targeted chapters in the book will discuss these developments. Turning now to empirical methodology, chapters on prediction methodology will focus on macroeconomic and financial applications, such as the construction of diffusion index models for forecasting with very large numbers of variables, and the construction of data samples that result in optimal predictive accuracy tests when comparing alternative prediction models. Chapters carefully outline how applied practitioners can correctly implement the latest theoretical refinements in model specification in order to “build” the best models using large-scale and traditional datasets, making the book of interest to a broad readership of economists from theoretical econometricians to applied economic practitioners.
Selected Proceedings Of The Symposium On Estimating Functions
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Author : Ishwar V. Basawa
language : en
Publisher: IMS
Release Date : 1997
Selected Proceedings Of The Symposium On Estimating Functions written by Ishwar V. Basawa and has been published by IMS this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with Mathematics categories.
Financial Mathematics Volatility And Covariance Modelling
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Author : Julien Chevallier
language : en
Publisher: Routledge
Release Date : 2019-06-28
Financial Mathematics Volatility And Covariance Modelling written by Julien Chevallier and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-06-28 with Business & Economics categories.
This book provides an up-to-date series of advanced chapters on applied financial econometric techniques pertaining the various fields of commodities finance, mathematics & stochastics, international macroeconomics and financial econometrics. Financial Mathematics, Volatility and Covariance Modelling: Volume 2 provides a key repository on the current state of knowledge, the latest debates and recent literature on financial mathematics, volatility and covariance modelling. The first section is devoted to mathematical finance, stochastic modelling and control optimization. Chapters explore the recent financial crisis, the increase of uncertainty and volatility, and propose an alternative approach to deal with these issues. The second section covers financial volatility and covariance modelling and explores proposals for dealing with recent developments in financial econometrics This book will be useful to students and researchers in applied econometrics; academics and students seeking convenient access to an unfamiliar area. It will also be of great interest established researchers seeking a single repository on the current state of knowledge, current debates and relevant literature.