An extension of quasi-likelihood estimation (Q1823581): Difference between revisions
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Revision as of 20:54, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extension of quasi-likelihood estimation |
scientific article |
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An extension of quasi-likelihood estimation (English)
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1989
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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).
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extension of quasi-likelihood estimation
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skewness
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kurtosis
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higher moments
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quasi-score functions
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optimality
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orthogonality
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