AN EXTENSION OF QUASI-LIKELIHOOD ESTIMATION

被引:97
作者
GODAMBE, VP [1 ]
THOMPSON, ME [1 ]
机构
[1] UNIV WATERLOO,DEPT STAT & ACTUARIAL SCI,WATERLOO N2L 3G1,ONTARIO,CANADA
关键词
D O I
10.1016/0378-3758(89)90106-7
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:137 / 152
页数:16
相关论文
共 21 条
[11]   ROBUST ESTIMATION THROUGH ESTIMATING EQUATIONS [J].
GODAMBE, VP ;
THOMPSON, ME .
BIOMETRIKA, 1984, 71 (01) :115-125
[12]  
GODAMBE VP, 1987, 1ST P WORLD C BERN S, V2, P49
[13]  
GODAMBE VP, 1985, LOGIC LEAST SQUARES
[14]   ON COMBINING QUASI-LIKELIHOOD ESTIMATING FUNCTIONS [J].
HEYDE, CC .
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1987, 25 (02) :281-287
[15]   QUASI-LIKELIHOOD ESTIMATION FOR SEMIMARTINGALES [J].
HUTTON, JE ;
NELSON, PI .
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1986, 22 (02) :245-257
[16]  
Jeffreys H, 1998, THEORY PROBABILITY
[17]  
KALE BK, 1962, SKAND ACTUAR, V45, P80
[18]  
McCullagh P., 1983, GEN LINEAR MODELS
[19]  
McLeish D.L, 1984, CANAD J STATIST, V12, P265
[20]   QUASI-LIKELIHOOD FUNCTIONS, GENERALIZED LINEAR-MODELS, AND GAUSS-NEWTON METHOD [J].
WEDDERBURN, RWM .
BIOMETRIKA, 1974, 61 (03) :439-447