libcats.org
Главная

Quasi-Likelihood and Its Application: A General Approach to Optimal Parameter Estimation

Обложка книги Quasi-Likelihood and Its Application: A General Approach to Optimal Parameter Estimation

Quasi-Likelihood and Its Application: A General Approach to Optimal Parameter Estimation

This is author-approved bcc: Quasi-likelihood is a very generally applicable estimating function based methodology for optimally estimating model parameters in systems subject to random effects. Only assumptions about means and covariances are required in contrast to the full distributional assumptions of ordinary likelihood based methodology. This monograph gives the first account in book form of all the essential features of the quasi-likelihood methodology,and stresses its value as a general purpose inferential tool. The treatment is rather informal, emphasizing essential princples rather than detailed proofs. Many examples of the use of the methods in both classical statistical and stochastic process contexts are provided. Readers are assumed to have a firm grounding in probability and statistics at the graduate level. Christopher Heyde is Professor of Statistics at both Columbia University in New York and the Australian National University in Canberra. He is also Director of the Center for Applied Probability at Columbia. He is a Fellow of the Australian Academy of Science and has been Foundation Dean of the School of Mathematical Sciences at the Australian National University and Foundation Director of the Key Centre for Statistical Sciences in Melbourne. He has served as President of the Bernoulli Society and Vice President of the International Statistical Institute and is Editor-in-Chief of the international probability journals "Journal of Applied Probability" and "Advances in Applied Probability". He has done considerable distinguished research in probability and statistics which has been honoured by the awards of the Pitman Medal (1988),Hannan Medal.
EPUB | FB2 | MOBI | TXT | RTF
* Конвертация файла может нарушить форматирование оригинала. По-возможности скачивайте файл в оригинальном формате.
Популярные книги за неделю:

Ключ к сверхсознанию

Автор:
Категория: Путь к себе
Размер книги: 309 Kb

Genki 1: An Integrated Course in Elementary Japanese 1

Автор: , Автор: , Автор: , Автор: , Автор:
Размер книги: 172.22 Mb

Contemporary Theatre, Film and Television, Volume 97

Автор:
Размер книги: 3.18 Mb
Только что пользователи скачали эти книги:

Statistics The Vital Index of the Population

Автор:
Размер книги: 617 Kb

Кодокан Дзюдо. Дзигоро Кано

Автор:
Категория: people, sport, people, survival
Размер книги: 29.85 Mb

Clouded Rapture (Harlequin Presents #588)

Автор:
Размер книги: 876 Kb

Harry Potter Gesamtausgabe

Автор:
Категория: German
Размер книги: 5.15 Mb