Optimal estimating functions and wedderburn's quasi-likelihood |
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Authors: | Yan-Xia Lin CC Heyde |
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Institution: | 1. Department of Applied statistics , University of Wollongong , NSW, 2522, Australia;2. Statistics Reseach Section SMS , Australian National University , GPO Box 4, ACT, 2601, Australia |
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Abstract: | There are two inference methods which can be considered as developed from the classical least squares and maximum likelihood methods. One was put forward by Wedderburn (1974) and is called the quasi-likelihood method. Another was introduced by Godambe and others from the viewpoint of the estimating functions. This method is also called quasi-likelihood although there x are some differences between these two methods. In order to clarify the relationship, this paper provides a unified discussion of the two methods from the viewpoint of estimating functions. |
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Keywords: | The quasi-likelihood method quasi-score estimating function estimating function space |
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