An Optimum Property of Regular Maximum Likelihood Estimation

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Pairwise likelihood inference for ordinal categorical time series
Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations
Moment based approaches to Value the Risk of contingent claim portfolios
Some comments on maximum likelihood and partial least squares methods
A note on the super efficient estimator
A graded scale of parametric families of distributions, and parameter estimates based on the sample mean
Admissibility of an estimate obtained by the method of moments in the presence of a nuisance shift parameter
Optimal martingale estimating equations in a stochastic process
Extension of the inequality for the variance of an estimator by Bayesian process
Estimation of multivariate non-linear time series models
Optimal estimation for semimartingale neuronal models
Some aspects of the theory of estimating equations
Consistency of minimum contrast estimators in non-standard cases
Optimal unbiased statistical estimating functions for Hilbert space valued parameters
Asymptotics of estimating equations under natural conditions.
A generalized quasi-likelihood estimation
Prediction via estimating functions
Orthogonal projections and the geometry of estimating functions.
A note on smoothed estimating functions
Optimal estimating functions, quasi-likelihood and statistical modelling
On information inequalities in sequential estimation for stochastic processes
Sequential estimation for a family of counting processes in the nuisance parameter case
Analysis of growth curves with patterned correlation matrices using quasi-least squares
A conversation with V. P. Godambe
The incidental parameter problem since 1948
Foundations of multivariate inference using modern computers
Analysis of multivariate longitudinal data using quasi-least squares
Modeling financial durations using penalized estimating functions
A pseudo-likelihood approach for estimating diagnostic accuracy of multiple binary medical tests
A review of asymptotic theory of estimating functions
Parsimonious and powerful composite likelihood testing for group difference and genotype-phenotype association
Multivariate extreme value copulas with factor and tree dependence structures
A new mixed MNP model accommodating a variety of dependent non-normal coefficient distributions
Inference functions and quadratic score tests
Smoothed estimates for models with random coefficients and infinite variance innovations
Estimators of diffusions with randomly spaced discrete observations: a general theory
A minimax approach to consistency and efficiency for estimating equations
Quasi-likelihood estimation for semimartingales
An extension of quasi-likelihood estimation
Conditioning on ancillary statistics and loss of information in the presence of nuisance parameters
Multiparametric estimating equations
The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis.
Generalized moment based estimation and inference
Estimation for partially observed Markov processes
Nonparametric estimation for some nonlinear models
Regression analysis under incomplete linkage
Parameter estimation in the spatial auto-logistic model with working independent subblocks
Projection pursuit via white noise matrices
Some properties of an estimator for the basic reproduction number of the general epidemic model
Copulas, credit portfolios, and the broken heart syndrome. An interview with David X. Li
A note on the Mantel-Haenszel estimators when the common effect assumptions are violated
Inference for nonstationary time series of counts with application to change-point problems
Least informative distributions in maximum q-log-likelihood estimation
Time-invariant restrictions of volatility functionals: efficient estimation and specification tests
Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions
Identification of stochastic nonlinear models using optimal estimating functions
Composite likelihood methods for histogram-valued random variables
Monitoring vaccine safety by studying temporal variation of adverse events using vaccine adverse event reporting system
Bayesian and likelihood-based inference for the bivariate normal correlation coefficient
Objective Bayesian inference with proper scoring rules
Abundance estimation based on optimal estimating function with missing covariates in capture-recapture studies
Nonexistence of an unbiased estimating function for the Cox model
Nonparametric estimation of the mean function of a stochastic process with missing observa\-tions
Analysis of binary spatial data by quasi-likelihood estimating equations
Empirical likelihood method for non-ignorable missing data problems
A dependent frequency-severity approach to modeling longitudinal insurance claims
Multivariate meta-analysis for data consortia, individual patient meta-analysis, and pooling projects
Practical small sample inference for single lag subset autoregressive models
Replicated INAR(1) processes
Asymptotically optimal estimating equation with strongly consistent solutions for longitudinal data
The efficient modelling of high frequency transaction data: a new application of estimating functions in financial economics
On efficient dimension reduction with respect to a statistical functional of interest
Iterative estimating equations: Linear convergence and asymptotic properties
On empirical likelihood for semiparametric two-sample density ratio models
Test of homogeneity in semiparametric two-sample density ratio models
An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification
Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas
Mixture models for ordinal data: a pairwise likelihood approach
Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data
A copula-based algorithm for discovering patterns of dependent observations
Combining estimators to improve structural model estimation and inference under quadratic loss
Z-estimation and stratified samples: application to survival models
Quasi score-driven models
Minimum scoring rule inference
Information in generalized method of moments estimation and entropy-based moment selection
Estimation and inference in the case of competing sets of estimating equations
Estimating abundance from presence-absence maps via a paired negative-binomial model
Empirical likelihood inference for the Rao-Hartley-Cochran sampling design
On composite likelihood estimation of a multivariate INAR(1) model
Likelihood inference in complex settings
On the asymptotic efficiency of GMM
Adaptive estimation of autoregressive models with time-varying variances
Deletion diagnostics for alternating logistic regressions
Longitudinal data analysis using the conditional empirical likelihood method
Maximum entropy autoregressive conditional heteroskedasticity model
Residual components in generalized linear models
Moment conditions and Bayesian non-parametrics
Multilevel modeling of insurance claims using copulas
A characterization of Morris family of distributions with the help of estimating functions
Optimal estimating functions in incomplete data and length biased sampling data problems

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