Ishwar V. Basawa, V. P. Godambe, and Robert L. Taylor, eds. Selected Proceedings of the Symposium on Estimating Functions: Held at the University of Georgia, Athens, GA, March 21--23, 1996 (Hayward, CA: Institute of Mathematical Statistics, 1997)

Selected Proceedings of the Symposium on Estimating Functions: Held at the University of Georgia, Athens, GA, March 21--23, 1996

Editor: Ishwar V. Basawa
Editor: V. P. Godambe
Editor: Robert L. Taylor

Lecture Notes--Monograph Series, Volume 32
Hayward, CA: Institute of Mathematical Statistics, 1997.
462 pp.

Subjects:

62-06 (primary)

Permanent link to this monograph: http://projecteuclid.org/euclid.lnms/1215455031
Mathmatical Reviews number (MathSciNet): MR1837792
ISBN:0-940600-44-7

Miscellaneous Frontmatter

An Overview of the Symposium

Ishwar V. Basawa, V. P. Godambe, and Robert L. Taylor; 1-4

Estimating Functions: A Synthesis of Least Squares and Maximum Likelihood Methods

V. P. Godambe; 5-16

Section 1: Likelihood and Related Topics

Partial Likelihood and Estimating Equations

P. Greenwood, and W. Wefelmeyer; 19-34

Avoiding the Likelihood

C.C. Heyde; 35-42

Likelihood and Pseudo-likelihood Estimation Based on Response-Biased Observation

J.F. Lawless; 43-56

Likelihood From Estimating Functions

P. A. Mykland; 57-62

Section 2: General Theory

Estimating Functions in Semiparametric Statistical Models

S. Amari, and M. Kawanabe; 65-82

Estimating Functions, Partial Sufficiency and Q-Sufficiency in the Presence of Nuisance Parameters

V. P. Bhapkar; 83-104

Estimating Functions and Higher Order Significance

D. A. S. Fraser, N. Reid, and J. Wu; 105-114

On Consistency of Generalized Estimating Equations

B. Li; 115-136

Section 3: Quasilikelihood

Extended Quasilikelihood and Estimating Equations

J. A. Nelder, and Y. Lee; 139-148

Quasilikelihood Regression Models for Markov Chains

W. Wefelmeyer; 149-174

Section 4: Applications to Linear Models and Econometrics

Optimal Instrumental Variable Estimation for Linear Models With Stochastic Regressors Using Estimating Functions

A. C. Singh, and R. P. Rao; 177-192

On Estimating Function Approach in the Generalized Linear Mixed Model

B. C. Sutradhar, and V. P. Godambe; 193-214

Using Godambe-Durbin Estimating Functions in Econometrics

H. D. Vinod; 215-238

Estimating Functions and Over-Identified Models

T. Wirjanto; 239-257

Section 5: Applications to Time Series, Biostatistics and Stochastic Processes

On the Prediction for Some Nonlinear Time Series Models Using Estimating Functions

B. Abraham, A. Thavaneswaran, and S. Veins; 259-268

Estimating Function Methods of Inference for Queueing Parameters

I. V. Basawa, R. Lund, and U. N. Bhat; 269-284

Optimal Estimating Equations for State Vectors in Non-Gaussian and Nonlinear State Space Time Series Models

J. Durbin; 285-292

Estimating Functions in Failure Time Data Analysis

R. L. Prentice, and L. Hsu; 293-304

Estimating Functions for Discretely Observed Diffusions: A Review

M. Sorensen; 305-326

Fitting Diffusion Models in Finance

D. L. McLeish, and A. W. Kolkiewicz; 327-350

Section 6: Applications to Spatial Statistics

Prediction Functions and Geostatistics

A. F. Desmond; 353-368

Efficiency of the Pseudo-Likelihood Estimate in a One Dimensional Lattice Gas

J. L. Jensen; 369-380

Estimating Functions for Semivariogram Estimation

S. Lele; 381-396

Section 7: Nonparametrics, Robust Inference and Bootstrap

Estimating Covariance Matrices Using Estimating Functions in Nonparametric and Semiparametric Regression

R. J. Carroll, S. J. Iturria, and R. G. Gutierrez; 399-404

Estimating Equations and the Bootstrap

F. Hu, and J. D. Kalbfleisch; 405-416

Estimating Functions: Nonparametrics and Robustness

P. K. Sen; 417-436

Section 8: Further Topics

Inference From Stable Distributions

H. El Barmi, and P. I. Nelson; 439-456

Separate Optimum Estimating Function for the Ruled Exponential Family

T. Yanagimoto, and Y. Hiejima; 457-462