Results 11 to 20 of about 1,338,681 (301)
Quasi-likelihood or extended quasi-likelihood? An information-geometric approach
Annals of the Institute of Statistical Mathematics, 1995 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Paul Vos
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On quasi likelihood for semimartingales [PDF]
Stochastic Processes and their Applications, 1990 This paper provides a general approach to constructing a quasi-score function for estimation when the observed process is a special semimartingale. The quasi-score function actually gives the true score estimating function, when this exists, under minor regularity conditions.
Sørensen, Michael
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Estimation for stochastic volatility model: Quasi-likelihood and asymptotic quasi-likelihood approaches [PDF]
Journal of King Saud University - Science, 2017 AbstractFor estimation of the stochastic volatility model (SVM), this paper suggests the quasi-likelihood (QL) and asymptotic quasi-likelihood (AQL) methods. The QL approach is quite simple and does not require full knowledge of the likelihood functions of the SVM.
Alzghool, Raed
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Bayesian Nonparametric Quasi Likelihood [PDF]
Journal of the American Statistical AssociationA recent trend in Bayesian research has been revisiting generalizations of the likelihood that enable Bayesian inference without requiring the specification of a model for the data generating mechanism. This paper focuses on a Bayesian nonparametric extension of Wedderburn's quasi-likelihood, using Bayesian additive regression trees to model the mean ...
Linero, Antonio R.
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Quasi-likelihood for Spatial Point Processes. [PDF]
J R Stat Soc Series B Stat Methodol, 2015 SummaryFitting regression models for intensity functions of spatial point processes is of great interest in ecological and epidemiological studies of association between spatially referenced events and geographical or environmental covariates. When Cox or cluster process models are used to accommodate clustering that is not accounted for by the ...
Guan Y, Jalilian A, Waagepetersen R.
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Quasi-likelihood and Related Methods
Journal of Statistics, 1995 It may be difficult to decide what distribution one's observations follow, but the form of the mean-variance relationship is often much easier to postulate; this is what makes quasi-likelihood useful. In"some of the cases where quasi-likelihood method 'is unable to provide reasonable results, a more general cla,ss of estimating functions, (Crowder ...
Mujahid Rasul
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A Note on Extended Quasi-Likelihood [PDF]
Journal of the Royal Statistical Society Series B: Statistical Methodology, 1987 SUMMARY We study the method of extended quasi-likelihood estimation and inference of a variance function recently proposed by Nelder and Pregibon. The estimates are inconsistent in general, and the test levels can be biased, but in many cases such as the exponential family the inconsistency and bias will not be a major concern.
R. J. Caroll, Marie Davidian
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A Quasi-Likelihood Approach to Nonnegative Matrix Factorization. [PDF]
Neural Comput, 2016 A unified approach to nonnegative matrix factorization based on the theory of generalized linear models is proposed. This approach embeds a variety of statistical models, including the exponential family, within a single theoretical framework and provides a unified view of such factorizations from the perspective of quasi-likelihood.
Devarajan K, Cheung VC.
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Local quasi-likelihood with a parametric guide. [PDF]
Ann Stat, 2009 Published in at http://dx.doi.org/10.1214/09-AOS713 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Fan J, Wu Y, Feng Y.
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Journal of Geodetic Science, 2020 B-spline curves are a linear combination of control points (CP) and B-spline basis functions. They satisfy the strong convex hull property and have a fine and local shape control as changing one CP affects the curve locally, whereas the total number of ...
Kermarrec Gaël, Alkhatib Hamza
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