Institute of Mathematical Statistics Lecture Notes - Monograph Series

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

Ishwar V. Basawa (Editor), V. P. Godambe (Editor), and Robert L. Taylor (Editor)

Book information

Contributors
Ishwar V. Basawa (Editor), V. P. Godambe (Editor), and Robert L. Taylor (Editor)

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

Dates
Publication date: 1997
First available in Project Euclid: 7 July 2008

Permanent link to this book
https://projecteuclid.org/euclid.lnms/1215455031

ISBN:
0-940600-44-7

Mathematical Reviews (MathSciNet):
MR1837792

Subjects
Primary: 62-06: Proceedings, conferences, collections, etc.

Rights
Copyright © 1997, Institute of Mathematical Statistics

Citation
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)

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Miscellaneous Frontmatter
Abstract PDF
An Overview of the SymposiumIshwar V. Basawa, V. P. Godambe, and Robert L. Taylor; 1 - 4
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Estimating Functions: A Synthesis of Least Squares and Maximum Likelihood MethodsV. P. Godambe; 5 - 16
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Section 1: Likelihood and Related Topics

Partial Likelihood and Estimating EquationsP. Greenwood and W. Wefelmeyer; 19 - 34
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Avoiding the LikelihoodC.C. Heyde; 35 - 42
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Likelihood and Pseudo-likelihood Estimation Based on Response-Biased ObservationJ.F. Lawless; 43 - 56
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Likelihood From Estimating FunctionsP. A. Mykland; 57 - 62
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Section 2: General Theory

Estimating Functions in Semiparametric Statistical ModelsS. Amari and M. Kawanabe; 65 - 82
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Estimating Functions, Partial Sufficiency and Q-Sufficiency in the Presence of Nuisance ParametersV. P. Bhapkar; 83 - 104
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Estimating Functions and Higher Order SignificanceD. A. S. Fraser, N. Reid, and J. Wu; 105 - 114
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On Consistency of Generalized Estimating EquationsB. Li; 115 - 136
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Section 3: Quasilikelihood

Extended Quasilikelihood and Estimating EquationsJ. A. Nelder and Y. Lee; 139 - 148
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Quasilikelihood Regression Models for Markov ChainsW. Wefelmeyer; 149 - 174
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Section 4: Applications to Linear Models and Econometrics

Optimal Instrumental Variable Estimation for Linear Models With Stochastic Regressors Using Estimating FunctionsA. C. Singh and R. P. Rao; 177 - 192
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On Estimating Function Approach in the Generalized Linear Mixed ModelB. C. Sutradhar and V. P. Godambe; 193 - 214
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Using Godambe-Durbin Estimating Functions in EconometricsH. D. Vinod; 215 - 238
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Estimating Functions and Over-Identified ModelsT. Wirjanto; 239 - 257
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Section 5: Applications to Time Series, Biostatistics and Stochastic Processes

On the Prediction for Some Nonlinear Time Series Models Using Estimating FunctionsB. Abraham, A. Thavaneswaran, and S. Veins; 259 - 268
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Estimating Function Methods of Inference for Queueing ParametersI. V. Basawa, R. Lund, and U. N. Bhat; 269 - 284
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Optimal Estimating Equations for State Vectors in Non-Gaussian and Nonlinear State Space Time Series ModelsJ. Durbin; 285 - 292
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Estimating Functions in Failure Time Data AnalysisR. L. Prentice and L. Hsu; 293 - 304
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Estimating Functions for Discretely Observed Diffusions: A ReviewM. Sorensen; 305 - 326
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Fitting Diffusion Models in FinanceD. L. McLeish and A. W. Kolkiewicz; 327 - 350
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Section 6: Applications to Spatial Statistics

Prediction Functions and GeostatisticsA. F. Desmond; 353 - 368
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Efficiency of the Pseudo-Likelihood Estimate in a One Dimensional Lattice GasJ. L. Jensen; 369 - 380
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Estimating Functions for Semivariogram EstimationS. Lele; 381 - 396
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Section 7: Nonparametrics, Robust Inference and Bootstrap

Estimating Covariance Matrices Using Estimating Functions in Nonparametric and Semiparametric RegressionR. J. Carroll, S. J. Iturria, and R. G. Gutierrez; 399 - 404
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Estimating Equations and the BootstrapF. Hu and J. D. Kalbfleisch; 405 - 416
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Estimating Functions: Nonparametrics and RobustnessP. K. Sen; 417 - 436
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Section 8: Further Topics

Inference From Stable DistributionsH. El Barmi and P. I. Nelson; 439 - 456
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Separate Optimum Estimating Function for the Ruled Exponential FamilyT. Yanagimoto and Y. Hiejima; 457 - 462
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