Information Matrices in Estimating Function Approach: Tests for Model Misspecification and Model Selection

Estimating functions have been widely used for parameter estimation in various statistical problems. Regular estimating functions produce parameter estimators which have desirable properties, such as consistency and asymptotic normality. In quasi-likelihood inference, an important example of estimat...

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Bibliographic Details
Main Author: Zhou, Qian
Language:en
Published: 2009
Subjects:
Online Access:http://hdl.handle.net/10012/4614