An extension of quasi-likelihood estimation (Q1823581): Difference between revisions

The extension of quasi-likelihood estimation consists in incorporating the knowledge of the skewness, kurtosis and higher moments instead of their mean and variance only. Analogously the concept of quasi-score functions is extended. Properties of the extension in terms of ``optimality'' and ``orthogonality'' are discussed. The paper is accompanied by a discussion (eight comments and the rejoinder).