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Bayesian estimation for the Pareto parameters using quasi-likelihood function
Linear Model Bayesian Method of Estimation Quasi-Likelihood
2010/9/10
In this paper, Bayesian estimation for the Pareto distribution, this thesis aims to investigate the possibility of using the quasi-likelihood function in the Bayesian approach. We introduce a new meth...
A generalized quasi-likelihood estimation of a Poisson process
Quasi-likelihood method Non-orthogonal estimating functions
2010/9/15
In this paper, generalized quasi-likelihood estimation for a Poisson Process model with a dependent structure is developed incorporating knowledge of skewness and kurtosis. This is a generalization of...
Properties of conditional fitting the semi-parametric model using the quasi-likelihood function
conditional quasi-likelihood function non-orthogonal estimating functions autoregressive model
2010/9/15
We show what properties of the time series we can find by examining the behavior of the conditional quasi-likelihood function, even when the time series does not necessarily satisfy the model and is n...