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Quasi-Likelihood and Its Application - a book by Heyde, Christopher C.

Quasi-Likelihood and Its Application

A General Approach to Optimal Parameter Estimation

Quasi-Likelihood and Its Application( )
Author: Heyde, Christopher C.
Series title:Springer Series in Statistics Ser.
ISBN:978-1-4757-7104-6
Publication Date:Mar 2013
Publisher:Springer
Book Format:Paperback
List Price:USD $169.00
Book Description:

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...
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Book Details
Pages:236
Detailed Subjects: Mathematics / Probability & Statistics / General
Physical Dimensions (W X L X H):6.045 x 9.165 x 0.207 Inches
Book Weight:0.86 Pounds

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