Restrained Quasi Likelihood Estimation And Projection
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Restrained Quasi Likelihood Estimation And Projection
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Author : Concordia University. Department of Economics
language : en
Publisher:
Release Date : 1995
Restrained Quasi Likelihood Estimation And Projection written by Concordia University. Department of Economics and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with categories.
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.
An Extension Of Quasi Likelihood Estimation
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Author : Godambe, V. P
language : en
Publisher:
Release Date : 1987
An Extension Of Quasi Likelihood Estimation written by Godambe, V. P and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 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.
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.
Maximum Quasi Likelihood Estimation For The Near 2 Model
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Author : S. Perera
language : en
Publisher:
Release Date : 2004
Maximum Quasi Likelihood Estimation For The Near 2 Model written by S. Perera and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with categories.
Maximum quasi-likelihood estimation is investigated for the NEAR(2) model, an autoregressive time series model with marginal exponential distributions. In certain regions of the parameter space, simulations indicate that maximum quasi-likelihood estimators perform better than two-stage conditional least squares estimators in terms of the per cent of estimates falling in the parameter space. The problem of out-of-range estimates is shown to be caused by the lack of information in the data rather than the characteristics of the method of estimation.
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.
Quasi Likelihood Estimation In Stochastic Regression Models
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Author : Youyi Chen
language : en
Publisher:
Release Date : 1991
Quasi Likelihood Estimation In Stochastic Regression Models 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 Estimation theory categories.
Penalized Quasi Likelihood Estimation In Partial Linear Models
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Author : Enno Mammen
language : en
Publisher:
Release Date : 2007
Penalized Quasi Likelihood Estimation In Partial Linear Models written by Enno Mammen and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with categories.
Quasi Maximum Likelihood Estimation For Conditional Expectiles
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Author : Collin Philipps
language : en
Publisher:
Release Date : 2023
Quasi Maximum Likelihood Estimation For Conditional Expectiles written by Collin Philipps and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023 with categories.
We characterize the quasi-likelihood functions that may elicit expectiles and find that the family has a unique representation under standard conditions for linear regression. The only distribution that elicits expectiles as its quasi-maximum likelihood estimator under general conditions is an asymmetric normal distribution. Next, we analyze the quasi maximum likelihood estimator and give conditions for consistency, asymptotic normality, and efficiency. The estimator is unique up to the choice of weights on individual observations and nests the usual GLS estimator. We give the asymptotic MVUE and a uniform Cramer-Rao theorem for expectile regression.