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

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

IMS Lecture Notes Monogr. Ser., 32: 462pp. (1997). DOI: 10.1214/lnms/1215455031

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Institute of Mathematical Statistics Lecture Notes - Monograph Series, Volume 32

462 pp.

Published: 1997

First available in Project Euclid: 7 July 2008

MathSciNet: MR1837792

Digital Object Identifier: 10.1214/lnms/1215455031

ISBN: 0940600447

Subjects:

Primary: 62-06

Institute of Mathematical Statistics Lecture Notes - Monograph Series

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Miscellaneous Frontmatter

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 32, - (1997). Open Access

An Overview of the Symposium

Ishwar V. Basawa , V. P. Godambe , Robert L. Taylor

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 32, 1-4 (1997). https://doi.org/10.1214/lnms/1215455033 Open Access

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

V. P. Godambe

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 32, 5-16 (1997). https://doi.org/10.1214/lnms/1215455034 Open Access

Section 1: Likelihood and Related Topics

Section 2: General Theory

Estimating Functions in Semiparametric Statistical Models

S. Amari, M. Kawanabe

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 32, 65-82 (1997). https://doi.org/10.1214/lnms/1215455039 Open Access

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

V. P. Bhapkar

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 32, 83-104 (1997). https://doi.org/10.1214/lnms/1215455040 Open Access

Estimating Functions and Higher Order Significance

D. A. S. Fraser, N. Reid, J. Wu

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 32, 105-114 (1997). https://doi.org/10.1214/lnms/1215455041 Open Access

On Consistency of Generalized Estimating Equations

B. Li

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 32, 115-136 (1997). https://doi.org/10.1214/lnms/1215455042 Open Access

Section 3: Quasilikelihood

Extended Quasilikelihood and Estimating Equations

J. A. Nelder, Y. Lee

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 32, 139-148 (1997). https://doi.org/10.1214/lnms/1215455043 Open Access

Quasilikelihood Regression Models for Markov Chains

W. Wefelmeyer

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 32, 149-174 (1997). https://doi.org/10.1214/lnms/1215455044 Open Access

Section 4: Applications to Linear Models and Econometrics

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

A. C. Singh, R. P. Rao

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 32, 177-192 (1997). https://doi.org/10.1214/lnms/1215455045 Open Access

On Estimating Function Approach in the Generalized Linear Mixed Model

B. C. Sutradhar, V. P. Godambe

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 32, 193-214 (1997). https://doi.org/10.1214/lnms/1215455046 Open Access

Using Godambe-Durbin Estimating Functions in Econometrics

H. D. Vinod

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 32, 215-238 (1997). https://doi.org/10.1214/lnms/1215455047 Open Access

Estimating Functions and Over-Identified Models

T. Wirjanto

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 32, 239-257 (1997). https://doi.org/10.1214/lnms/1215455048 Open Access

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, S. Veins

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 32, 259-268 (1997). https://doi.org/10.1214/lnms/1215455049 Open Access

Estimating Function Methods of Inference for Queueing Parameters

I. V. Basawa, R. Lund, U. N. Bhat

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 32, 269-284 (1997). https://doi.org/10.1214/lnms/1215455050 Open Access

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

J. Durbin

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 32, 285-292 (1997). https://doi.org/10.1214/lnms/1215455051 Open Access

Estimating Functions in Failure Time Data Analysis

R. L. Prentice, L. Hsu

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 32, 293-304 (1997). https://doi.org/10.1214/lnms/1215455052 Open Access

Estimating Functions for Discretely Observed Diffusions: A Review

M. Sorensen

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 32, 305-326 (1997). https://doi.org/10.1214/lnms/1215455053 Open Access

Fitting Diffusion Models in Finance

D. L. McLeish, A. W. Kolkiewicz

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 32, 327-350 (1997). https://doi.org/10.1214/lnms/1215455054 Open Access

Section 6: Applications to Spatial Statistics

Prediction Functions and Geostatistics

A. F. Desmond

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 32, 353-368 (1997). https://doi.org/10.1214/lnms/1215455055 Open Access

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

J. L. Jensen

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 32, 369-380 (1997). https://doi.org/10.1214/lnms/1215455056 Open Access

Estimating Functions for Semivariogram Estimation

S. Lele

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 32, 381-396 (1997). https://doi.org/10.1214/lnms/1215455057 Open Access

Section 7: Nonparametrics, Robust Inference and Bootstrap

Estimating Covariance Matrices Using Estimating Functions in Nonparametric and Semiparametric Regression

R. J. Carroll, S. J. Iturria, R. G. Gutierrez

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 32, 399-404 (1997). https://doi.org/10.1214/lnms/1215455058 Open Access

Estimating Equations and the Bootstrap

F. Hu, J. D. Kalbfleisch

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 32, 405-416 (1997). https://doi.org/10.1214/lnms/1215455059 Open Access

Estimating Functions: Nonparametrics and Robustness

P. K. Sen

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 32, 417-436 (1997). https://doi.org/10.1214/lnms/1215455060 Open Access

Section 8: Further Topics

Inference From Stable Distributions

H. El Barmi, P. I. Nelson

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 32, 439-456 (1997). https://doi.org/10.1214/lnms/1215455061 Open Access

Separate Optimum Estimating Function for the Ruled Exponential Family

T. Yanagimoto, Y. Hiejima

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 32, 457-462 (1997). https://doi.org/10.1214/lnms/1215455062 Open Access

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