|
|
 |
| Авторизация |
|
|
|
| Поиск по указателям |
|
|
|
|
|
|
|
 |
|
|
|
| Heyde C.C. — Quasi-likelihood and its application: a general approach to optimal parameter estimation |
|
|
|
| Предметный указатель |
Lin, Y.-X. 43 88 105 159 186 218 221
Lindeberg — Feller theorem 4
Lindsay, B. 91 107 139 222
Linnik, Yu.V. 155 219
Liptser, R.S. 133 222
Little, R.J.A. 127 222
Liu, R.Y. 208 222
Loewner optimality 12 20
Loewner ordering 12 55 118 144
Logistic map 37 40
Logit link function 25
Long-range dependence 82 86 158 159
Longitudinal data 8 25
M-estimation 1 142
Mak, T.K. 202 222
Markov process 9 157 162 200 201
Markov, A.A. i 3 9 93 139 157 161 162 200 201
Martin, R.D. 169 172 214 222
Martingale 15 17 18 26—28 35 48 49 51 59 61 62 69 70 93 94—98 131—133 135 136 148—150 159 160 162—167 169—171 176 180 181 186—196 200 210
Martingale, central limit theorem 55 179 186 190—195
Martingale, continuous part 34 54
Martingale, information See information martingale
Martingale, strong law 55 150 174 179 181 182 186—190 195 196
Maximum likelihood 1 2 16—19 21 34 35 38 39 41 53 54 57 58 61 70 92 98 116 124 129 131 134 136 141 148 160 163 165 166 169 180 200 202
Maximum likelihood, non-parametric 17
Maximum likelihood, regularity conditions 40 41 54 62
Maximum likelihood, restricted 141
McCormick, W.P. 19 214
McCullagh, P. 21 22 125 142 184 203 205 221 222
McKeague, I.W. 148 222
McLeish, D.L. 1 3 8 13 43—45 49 127 128 222 225
Measurement errors 139
Membrane potential 33 147
Merkouris, T. 13 199 223
Method of moments 1 153 154 156 169 202
Metric space 200
Minimal sufficient 1
Minimum chi-squared 1
Missing data 8 107 116 117 127
Mitra, S.K. 131 224
Mixed normality 27 62 63 192
Mixing conditions 84 156 179
Mixture densities 127
Models, branching See branching process
Models, epidemic 162—164
Models, hidden Markov 93
Models, interest rate 133
Models, logistic 37 38 40
Models, membrane potential 33 147
Models, multi-stage 200
Models, nearest neighbour 91
Models, nested 99—102
Models, particles in a fluid 87
Models, physician services 127
Models, population 35—37
Models, queueing 157 158
Models, recapture 164—168
Models, risky asset 31
Models, soil moisture 196—197
Moment generating function 199
Moore — Penrose inverse 30
Moore, J.B. 136 138 214
Morton, R. 21 23 100—102 107 112 116 126 203 218 223
Moving Average 156 159 180.
Mtundu, N.D. 197 223
Multiple roots 202—209
Multiplicative errors 100 102
Mutual quadratic characteristic 26
Mykland, P.A. 62 223
Naik — Nimbalkar, U.V. 103 104 222
Nelder, J.A. 21 22 125 184 202 222 223
Nelson, P.I. 32—36 56 61 97 150 151 162—164 184 191 196 219
Nested strata 8 99
Neurophsiological model 32 147
Newton — Raphson method 202
Nguyen, H.T. 148 223
Noise 17 30 31 33 127 132 133 135 136
Noise, additive 36 37
Noise, multiplicative 36
Non-ergodic models 59 60 63 144
Nonparametric estimation 147 150
Norm (Euclidean) 55 71 184 186
Normal distribution 4 27 28 41 55—57 62—66 88 91 105 111 116 121 129—131 139 156 161 163 164 166 173
Nuisance parameter 8 57 59 60 70 71 88 107 113—115 139 159
Offspring distribution 16 27 69 70 87 182 195
Ogunyemi, O.T. 56 184 196 219
On-line signal processing 9 176
Optimal asymptotic (OA) 1 2 7 8 11 12 29 30
Optimal experimental design 8 12 20
Optimal fixed sample (OF ) 1 5 7 11—21 28 30 55
Orthogonal 13 71 93 100 102—104 138 156 160
Orthonormal sequence 147
Osborne, M.R. 120 223
Outliers 169
Parameter space 41 43 50 53
Parameters, constrained 107—112 142
Parameters, incidental 112
Parameters, nuisance See nuisance parameters
Parameters, scale 200
Parametric model 1 11
Partial likelihood 107
Parzen, E. 84 223
Pearson, K. 1
Pedersen, A.R. 135 223
Periodogram 82
Pham, D.P. 148 223
Pivot 66
Platen, E. 134 135 151 220
Point process 148. See also counting process Poisson
Poisson distribution 33 67 70 87 100 121 167
Poisson process 19 31 34 35 111 112 135 196 197
Poisson process, compound 35 196
Pollard, D. 56 223
Population process 35. See also branching process
Power series family 2 16
Prakasa — Rao, B.L.S. 54 132 135 141 212
Predictable process 18 31 51 94 97 162
Prediction variance 82
Pregibon, D. 202 223
Prentice, R.L. 25 224
Priestley, M.B. 84 224
Probability generating function 167
Projected estimating function 108—110 143
Projected estimator 13 108 143 144
Projection 13 47 107—109 114 125 129
Pukelsheim, F. 12 20 38 224
Purely nondeterministic 153
P—S algorithm 107 116
Qian, W. 136 224
Quadratic characteristic 27 29 59 94 132 144 151 166 187 192 196
Quadratic form 130
Quadratic variation process 33 54 133
Quasi-likelihood 1 7—9 12 16 18 19 21 22 36 38 40 53 61 69 70 73 87 107 116 121 129 130 131 134 138 139 142 147 148 150 151 160—165 169 180—182 195—197
Quasi-likelihood, asymptotic 8
Quasi-likelihood, composite 91 92
Quasi-score 7—9 12 13 22 23 26 35 39 43 46 48 50 51 55 58 62 67 69—72 80 82 83 85 87 92—96 98—100 102 104 105 108 109—112 116—118 122 125 127 128 130 132 134 135 137—139 142 144 145 154 159 162 163 166 170—173 175 176 179 182 195 196
| Quasi-score, asymptotic 26 35 37 58 69 72—76 78—80 88 154
Quasi-score, combined 98 99 103 160
Quasi-score, conservative 142 203
Quasi-score, existence of 15 21 36—38
Quasi-score, Hutton — Nelson 33—36 61 150 151 162—164
Quasi-score, robust 170—174
Quasi-score, sub- 48 49
Queueing models 157 158
Radon — Nikodym derivitive 129 131—133
Rajarshi, M.B. 103 104 223
Random coefficient autoregression 176
Random effects model 105
Random environment 35 36
Random field 8 82 93 136 137 179 201
Random norming 8 56 63 189
Rao — Blackwell theorem 128
Rao, C.R. 2 7 20 28 29 72 73 95 108 128 129 131 141 224
Rebolledo, R. 166 224
Recapture experiment 9 164
Recursive estimation 9 176 177
Regression 9 21 23 25 60 89 111 113 148 159 170 173 174 205
REML estimation 8 129—131
Removal rate 164
Resampling 9 210
Residuals 99
Reynolds, J.F. 157 158 224
Riemann zeta function 126
Ripley, B.D. 137 224
Robust methods 9 169
Rogers, L.C.G. 26 31 54 133 149 224
Rosenblatt, M. 82 84 85 179 224
Rotnitzky, A.G. 25 26 215
Rozanski, R. 148 221
Rubin, D.B. 116 127 214 222
Rubin, H. 169 215
Samarov, A. 158 224
Sample space 2 43
Samuel, E. 165 224
Schuh, H.-J. 200 224
Score function 2 4 6—8 17 24 41 62 67 91 93 94 107 111 113 115—118 122 127 134 139 141 160 181 205
Scott, D.J. 63 142 185 212
Screening tests 122
Selukar, R.S. 148 219
Semimartingale 8 9 30—36 54 69 93 97 131 135 148
Semiparametric model 1 9
Seneta, E. 69 87 218
Service time 157
Severo, N. 163 213
Shen, X. 148 224
Shiryaev, A.N. 26 133 222 224
Short-range dependence 82 158 159
Shumway, R.H. 127 224
Sieve 9 147 148 151
signal 30—32 132 136
Silvey, S.D. 183 211
Simulation 64
Simultaneous reduction lemma 20 21
skewness 62 98 104
Slutsky theorem 65
Small, C.G. 1 3 8 13 43—45 49 127 128 222 225
Smith, R.L. 54 225
Smoothed periodogram 82
Smoothing 8 103 104
Smoothing function 82 84
Soil moisture 197
Sorensen, M. 34 35 56 59 135 136 191 197 200 201 212 220 225
Sources of variation 33—35 101 136 137 139
Spatial process 93
Spectral density 82 86 153 155 156 158 159
Square root matrix 71 72
Standardization 3—5 11 71
Standardized 64
State space models 103
Stationary process 1 153 156 158 210
Staudte, R.G. 169 173 212
Stefansky, L.A. 139 203 205 206 213 225
Stochastic differential equation 32 49 133 135 196 197
Stochastic disturbance See noise
Stochastic integral 133 163
Stoffer, D.S. 127 224
Stopping time 189 193
Strata 99 100 102
Strong consistency 56 70 135 148 161 163 181 182 185 186 190 195
Structural relationships 112 206
Sufficiency 2 3 43.
Surrogate predictors 139
Sweeting, T.J. 60 225
Szegoe, G. 156 216
t-statistic 64 66 168
Takayama, T. 111 219
Taqqu, M.S. 86 158 215 224
Taylor, H.M. 200 219
Tchoukova-Dantcheva, S. 70 226
Thavaneswaran, A. 18 142 147 176 177 225
Thisted, R.A. 202 225
Thompson, M.E. 18 105 116 147 216 225
Time series 8 103 176
Titterington, D.M. 136 224
Toeplitz matrix 154
Trace criterion (for optimality) 19
Traffic intensity 158
Transform martingale families 199
Trapping rate 168
Traylor, L. 54 213
Treatment 4
Tweedie, R.L. 200 215 22
Unacceptable estimating function 74 75
Uniform convergence 57
Uniform distribution 41
Vajda, I. 180 226
Verbyla, A.P. 130 226
Vitale, R.A. 156 226
Vostrikova, L. 62 220
Wald test 9 141—143
Wald, A. 9 58 141—143 180 226
Watson, R.K. 162 226
Wedderburn estimating function 24
Wedderburn, R.W.M. i 7 21 23—25 101 226
Wefelmeyer, W. 56 216
Wei, C.Z. 56 70 87 211 226
Welsh, R.E. 202 215
Whittle estimator 83 86
Whittle, P. ii 82 83 86 226
Williams, D. 26 31 54 133 149 224
Williams, R.J. 97 213
Willinger, W. 31 213
Winnicki, J. 69 70 87 226
Wong, W.H. 148 224
Wu, C.F.J. 208 226
Yanev, N.M. 70 226
Yip, P. 162 226
Yohai, V.J. 169 172 222
Yule — Walker equations 23
Zeger, S.L. 21 25 200 226
Zehnwirth, B. 103 226
Zygmund, A. 157 226
|
|
|
| Реклама |
|
|
|
|
|
О проекте