Results 241 to 250 of about 175,146 (298)

A generalised quasi-likelihood estimation

Journal of Statistical Planning and Inference, 1999
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William, Martin L., Durairajan, T. M.
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Likelihood and quasi - likelihood estimation of transition probabilities

Discussiones Mathematicae Probability and Statistics, 2023
Summary: Two approaches to the problem of estimation of transition probabilities are considered. The approach by \textit{P. McCullagh} and \textit{J. A. Nelder} [Generalized linear models. 2nd ed. (1989; Zbl 0744.62098)], based on the independent model and the quasi-likelihood function, is compared with the approach based on the marginal model and the ...
Bakinowska, Ewa, Kala, Radosław
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On constrained quasi-likelihood estimation

Biometrika, 1993
Summary: For maximum likelihood or least squares parameter estimation subject to a constrained parameter, the standard approach is to use the method of Lagrange multipliers. In this paper it is shown that the same formal procedure applies very generally for constrained quasi-likelihood estimation even though there is ordinarily no objective function to
Heyde, C. C., Morton, R.
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Quasi-likelihood Estimation in Semiparametric Models

Journal of the American Statistical Association, 1994
Abstract Suppose the expected value of a response variable Y may be written h(Xβ +γ(T)) where X and T are covariates, each of which may be vector-valued, β is an unknown parameter vector, γ is an unknown smooth function, and h is a known function. In this article, we outline a method for estimating the parameter β, γ of this type of semiparametric ...
Thomas A. Severini, Joan G. Staniswalis
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Boosting local quasi-likelihood estimators

Annals of the Institute of Statistical Mathematics, 2008
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Ueki, Masao, Fueda, Kaoru
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An extension of quasi-likelihood estimation

Journal of Statistical Planning and Inference, 1989
The extension of quasi-likelihood estimation consists in incorporating the knowledge of the skewness, kurtosis and higher moments instead of their mean and variance only. Analogously the concept of quasi-score functions is extended. Properties of the extension in terms of ``optimality'' and ``orthogonality'' are discussed. The paper is accompanied by a
Godambe, V. P., Thompson, M. E.
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Jackknifing and bootstrapping quasi–likelihood estimators

Journal of Statistical Computation and Simulation, 1988
The properties of several jackknife–based estimators and a bootstrap estimator are investigated in the context of the quasi–likelihood functions. It is shown that often confidence regions based on the usual quasi-likelihood procedures are severely anticonservative, and cannot be trusted.
Jeffrey S. Simonoff, Chih-Ling Tsai
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