Potential functions and conservative estimating functions (Q1327845)

From MaRDI portal
Revision as of 02:12, 20 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Potential functions and conservative estimating functions
scientific article

    Statements

    Potential functions and conservative estimating functions (English)
    0 references
    0 references
    0 references
    25 January 1995
    0 references
    The authors point out that the quasi-score function introduced by \textit{R. W. M. Wedderburn} [see e.g. Biometrika 61, 439-447 (1974; Zbl 0292.62050)] and \textit{P. McCullagh} [see e.g. Ann. Stat. 11, 59-67 (1983; Zbl 0507.62025)] does not inherit all important properties of the likelihood score function. Therefore they develop a method of projecting a true score function onto a class of conservative estimating functions. By construction, a potential function for the projected score exists having many properties of a log-likelihood function.
    0 references
    0 references
    linear estimating function
    0 references
    quasi score function
    0 references
    likelihood score function
    0 references
    conservative estimating functions
    0 references
    potential function
    0 references
    log- likelihood function
    0 references
    0 references