株式会社極東書店トップ商品一覧Quasi-Likelihood And Its Application : A General Approach to Optimal Parameter Estimation. Softcover reprint of the original 1st ed. 1997.

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Quasi-Likelihood And Its Application

Quasi-Likelihood And Its Application : A General Approach to Optimal Parameter Estimation. Softcover reprint of the original 1st ed. 1997.

・ISBN 978-1-4757-7104-6 paper EUR 99.99

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お気に入り
著者・編者Heyde, Christopher C.,
シリーズSpringer Series in Statistics
出版社(Springer-Verlag New York Inc., US)
出版年月2013
ページ数236 pp.
言語ENG
ニュース番号<M25-17562>

解説

This book is concerned with the general theory of optimal estimation of - rameters in systems subject to random e?ects and with the application of this theory. The focus is on choice of families of estimating functions, rather than the estimators derived therefrom, and on optimization within these families. Only assumptions about means and covariances are required for an initial d- cussion. Nevertheless, the theory that is developed mimics that of maximum likelihood, at least to the ?rst order of asymptotics. The term quasi-likelihood has often had a narrow interpretation, asso- ated with its application to generalized linear model type contexts, while that of optimal estimating functions has embraced a broader concept. There is, however, no essential distinction between the underlying ideas and the term quasi-likelihood has herein been adopted as the general label. This emphasizes its role in extension of likelihood based theory. The idea throughout involves ?nding quasi-scores from families of estimating functions. Then, the qua- likelihood estimator is derived from the quasi-score by equating to zero and solving, just as the maximum likelihood estimator is derived from the like- hood score.