Pages that link to "Item:Q1367940"

The following pages link to Quasi-likelihood and its application. A general approach to optimal parameter estimation (Q1367940):

Displaying 50 items.

• Semiparametric regression for measurement error model with heteroscedastic error (Q2418521) (← links)
• Estimation in a class of nonlinear heteroscedastic time series models (Q2426824) (← links)
• Asymptotically optimal estimating equation with strongly consistent solutions for longitudinal data (Q2437887) (← links)
• Stochastic approximation of score functions for Gaussian processes (Q2443174) (← links)
• Exploratory data analysis and model criticism with posterior plots (Q2445724) (← links)
• Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent (Q2452771) (← links)
• Transform martingale estimating functions (Q2466679) (← links)
• Iterative estimating equations: Linear convergence and asymptotic properties (Q2466689) (← links)
• Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge) (Q2474776) (← links)
• Convergence results for multivariate martingales (Q2485840) (← links)
• Estimating from cross-sectional categorical data subject to misclassification and double sampling: moment-based, maximum likelihood and quasi-likelihood approaches (Q2491531) (← links)
• An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification (Q2512604) (← links)
• A quasi likelihood approximation of posterior distributions for likelihood-intractable complex models (Q2513692) (← links)
• Iterative quasi-likelihood for seemingly unrelated regression systems (Q2572408) (← links)
• Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
• Parameter estimation in CKLS model by continuous observations (Q2667620) (← links)
• Generalized estimating equations for mixtures with varying concentrations (Q2851564) (← links)
• Minimum Contrast Parameter Estimation for Fractal Random Fields Based on the Wavelet Periodogram (Q2890091) (← links)
• Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)
• Orthogonalized residuals for estimation of marginally specified association parameters in multivariate binary data (Q2914950) (← links)
• Parameter estimation for reciprocal gamma Ornstein-Uhlenbeck type processes (Q2922895) (← links)
• Longitudinal data analysis using the conditional empirical likelihood method (Q2925553) (← links)
• QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS (Q2933190) (← links)
• Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions (Q2968464) (← links)
• SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION (Q2981827) (← links)
• On Bias Reduction in Robust Inference for Generalized Linear Models (Q3077784) (← links)
• An Orthogonality-Based Estimation of Moments for Linear Mixed Models (Q3077795) (← links)
• <i>M</i>-Estimator of a Generalized Linear Model with Measurement Errors (Q3083801) (← links)
• On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields (Q3085576) (← links)
• Asymptotic Quasi-Likelihood Based on Kernel Smoothing for Multivariate Heteroschedastic Models with Correlation (Q3104338) (← links)
• A consistent estimator in the accelerated failure time model with censored observations and measurement errors (Q3114557) (← links)
• Parametric Robust Regression Analysis of Contaminated Data (Q3155365) (← links)
• Generalization of the Mantel-Haenszel Estimating Function for Sparse Clustered Binary Data (Q3379250) (← links)
• Disease risk estimation by combining case–control data with aggregated information on the population at risk (Q3465734) (← links)
• ON THE EFFICIENCY OF THE QUASI-LIKELIHOOD ESTIMATORS FOR EXPONENTIAL FAMILIES WITH EXTRA VARIATION (Q3489070) (← links)
• Double Sampling Designs in Multivariate Linear Models with Missing Variables (Q3527749) (← links)
• ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS (Q3551019) (← links)
• Saddlepoint Approximations to the Moments of Multitype Age-Dependent Branching Processes, with Applications (Q3576935) (← links)
• Pairwise Likelihood Inference for General State Space Models (Q3615083) (← links)
• On the efficiency of quasi-likelihood estimation (Q3759711) (← links)
• Quasi-Likelihood and Optimal Estimation, Correspondent Paper (Q3823613) (← links)
• An optimal estimating equation based on the first three cumulants (Q3842827) (← links)
• ON QUASI-LIKELIHOOD METHODS AND ESTIMATION FOR BUNCHING PROCESSES AND HETEROSCEDASTIC REGRESSION MODELS (Q4029911) (← links)
• Optimal estimating functions and wedderburn's quasi-likelihood (Q4275831) (← links)
• A deviance function for the quasi-likelihood method (Q4299454) (← links)
• On constrained quasi-likelihood estimation (Q4299455) (← links)
• Least squares parameter estimation in multiplicative noise models (Q4490149) (← links)
• Nonparametric estimating equations based on a penalized information criterion (Q4527904) (← links)
• Extensions of multiple linear regression (Q4550657) (← links)
• Asymptotic Properties of One-Step Weighted $M$-Estimators with Applications to Regression (Q4580419) (← links)