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On combining quasi-likelihood estimating functions

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  • Heyde, C. C.

Abstract

The comparison of competing estimating functions for a vector parameter of a stochastic process is discussed and the formation of combined quasi-likelihood estimating functions where this is advantageous. An example is given to illustrate the methodology.

Suggested Citation

  • Heyde, C. C., 1987. "On combining quasi-likelihood estimating functions," Stochastic Processes and their Applications, Elsevier, vol. 25, pages 281-287.
    • Handle: RePEc:eee:spapps:v:25:y:1987:i::p:281-287
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    Cited by:

    1. Liya Fu & You-Gan Wang, 2012. "Efficient Estimation for Rank-Based Regression with Clustered Data," Biometrics, The International Biometric Society, vol. 68(4), pages 1074-1082, December.
    2. Wang, You-Gan & Lin, Yan-Xia & Haywood, M.D.E., 1999. "A quasi-likelihood method for fractal-dimension estimation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 48(4), pages 429-436.
    3. Oliver Grothe, 2012. "A higher order correlation unscented Kalman filter," Papers 1207.4300, arXiv.org.
    4. Wang, You-Gan & Fu, Liya, 2011. "Rank regression for accelerated failure time model with clustered and censored data," Computational Statistics & Data Analysis, Elsevier, vol. 55(7), pages 2334-2343, July.

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