登入選單
返回Google圖書搜尋
Quasi-Likelihood And Its Application
C. C. Heyde
其他書名
A General Approach to Optimal Parameter Estimation
出版Springer Science & Business Media, 1997-07-31
主題Mathematics / GeneralMathematics / AppliedMathematics / Probability & Statistics / General
ISBN03879822569780387982250
URLhttp://books.google.com.hk/books?id=lT_D4UDmYt0C&hl=&source=gbs_api
EBookSAMPLE
註釋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.