Results 261 to 270 of about 175,146 (298)

Minimum f-divergence estimators and quasi-likelihood functions

Annals of the Institute of Statistical Mathematics, 1992
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On quasi‐likelihood estimation for branching processes with immigration

Canadian Journal of Statistics, 2010
AbstractIn the theory of estimation for branching processes it is well known that, in the super‐critical case, the so‐called conditional least‐squares and the conditional weighted least‐squares methods may not yield unbiased and hence consistent estimates for the mean parameters of the offspring and immigration distributions. In this paper, the authors
Sutradhar, Brajendra, Oyet, Alwell J., Gadag, Veeresh G.   +2 more
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Improving Maximum Quasi-Likelihood Estimators

1994
A quasi-likelihood model for a stochastic process is defined by parametric models for the conditional mean and variance processes given the past. The customary estimator for the parameter is the maximum quasi-likelihood estimator. We discuss some ways of improving this estimator.
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Quasi‐likelihood Estimation of Non‐invertible Moving Average Processes

Scandinavian Journal of Statistics, 2000
Classical methods based on Gaussian likelihood or least‐squares cannot identify non‐invertible moving average processes, while recent non‐Gaussian results are based on full likelihood consideration. Since the error distribution is rarely known a quasi‐likelihood approach is desirable, but its consistency properties are yet unknown.
Huang, Jian, Pawitan, Yudi
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Estimating equations and quasi-likelihood

2001
Abstract There are many practical problems for which a complete probability mechanism is too complicated to specify, hence precluding a full likelihood approach. This is typically the case with non-Gaussian time series, including repeated measures or longitudinal studies, and image analysis problems.
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Mallows’ quasi-likelihood estimation for log-linear Poisson autoregressions

Statistical Inference for Stochastic Processes, 2015
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Kitromilidou, S., Fokianos, Konstantinos, Kitromilidou, S., Fokianos, Konstantinos   +3 more
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Rate of strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models

Applied Mathematics-A Journal of Chinese Universities, 2008
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Xia, Tian, Kong, Fanchao
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Simplified and two-stage quasi-likelihood estimators

1991
Abstract Properties of a quasi-likelihood estimator are typically obtained from an expansion of the quasi-likelihood in which the remainder term is asymptotically negligible. The remainder term, however, can be very difficult to control in some important applications, especially in models where both the mean and variance depend on the ...
J E Hutton, O T Ogunyemi,, Paul I Nelson
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Quasi-likelihood estimation of a threshold diffusion process

Journal of Econometrics, 2015
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Su, Fei, Chan, Kung-Sik
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Quasi-likelihood Estimation of Marked Fish Recapture

Canadian Journal of Fisheries and Aquatic Sciences, 1993
In models of the fraction of fish recaptured in field experiments on gear efficiency the binomial error distribution is usually assumed. However, variance in excess of that defined by the error distribution (overdispersion) is typical in fish capture because of heterogeneity among and within groups of individuals and incomplete model specification ...
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