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Quasi-Likelihood and Its Application
Heyde, Christopher C. (Australian National University, Canberra, Australia)
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Description for Quasi-Likelihood and Its Application
Hardback. Quasi-likelihood is a very generally applicable estimating function based methodology for optimally estimating model parameters in systems subject to random effects. This book presents an account of the essential features of the quasi-likelihood methodology, and emphasizes its value as a general purpose inferential tool. Series: Springer Series in Statistics. Num Pages: 246 pages, biography. BIC Classification: PBT; PBW. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 234 x 156 x 15. Weight in Grams: 532.
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 ... Read more
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 ... Read more
Product Details
Format
Hardback
Publication date
1997
Publisher
Springer-Verlag New York Inc. United States
Number of pages
246
Condition
New
Series
Springer Series in Statistics
Number of Pages
236
Place of Publication
New York, NY, United States
ISBN
9780387982250
SKU
V9780387982250
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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