On constrained quasi-likelihood estimation

DOI10.1093/BIOMET/80.4.755MaRDI QIDQ4299455zbMATH OpenOpenAlexFDO

Authors

Publication date 4 July 1994

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/80.4.755

zbMATH Keywords

constrained parameterconstrained quasi-likelihood estimationestimating functionLagrange multipliersleast squares parameter estimationoptimal estimationprojection of free estimatorssemiparametric models

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Parametric inference under constraints (62F30)

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Cited in

(7)

• Constrained maximum likelihood
• Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods
• scientific article; zbMATH DE number 1215259 (Why is no real title available?)
• Scoring with constraints
• Fitting Nonlinear and Constrained Generalized Estimating Equations with Optimization Software
• Improving parameter estimation using constrained optimization methods
• A note on quasi-likelihood for exponential families

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