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Field name	Details
Dewey Class	519
Title	Quasi-Likelihood and its Application ([EBook] :) : A General Approach to Optimal Parameter Estimation / / edited by Christopher C. Heyde.
Added Personal Name	Heyde, Christopher C. editor.
Other name(s)	SpringerLink (Online service)
Publication	New York, NY : : Springer New York, , 1997.
Physical Details	X, 236 p. : online resource.
Series	Springer Series in Statistics 0172-7397
ISBN	9780387226798
Summary Note	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.:
Contents note	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.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site	http://dx.doi.org/10.1007/b98823
Links to Related Works	Subject References: Applications of Mathematics . Applied mathematics . Engineering mathematics . Mathematics . Authors: Heyde, Christopher C. . Corporate Authors: SpringerLink (Online service) . Series: Springer Series in Statistics . Classification: 519 .

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Quasi-Likelihood and its Application: A General Approach to Optimal Parameter Estimation /

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