| 書目名稱 | Maximum Likelihood Estimation of Functional Relationships |
| 編輯 | Nico J. D. Nagelkerke |
| 視頻video | http://file.papertrans.cn/628/627912/627912.mp4 |
| 叢書名稱 | Lecture Notes in Statistics |
| 圖書封面 |  |
| 描述 | The theory of functional relationships concerns itself with inference from models with a more complex error structure than those existing in regression models. We are familiar with the bivariate linear relationship having measurement errors in both variables and the fact that the standard regression estimator of the slope underestimates the true slope. One complication with inference about parameters in functional relationships, is that many of the standard properties of likelihood theory do not apply, at least not in the form in which they apply to e.g. regression models. This is probably one of the reasons why these models are not adequately discussed in most general books on statistics, despite their wide applicability. In this monograph we will explore the properties of likelihood methods in the context of functional relationship models. Full and conditional likelihood methods are both considered. Possible modifications to these methods are considered when necessary. Apart from exloring the theory itself, emphasis shall be placed upon the derivation of useful estimators and their second moment properties. No attempt is made to be mathematically rigid. Proofs are usually outline |
| 出版日期 | Book 1992 |
| 關(guān)鍵詞 | Covariance matrix; Estimator; Likelihood; Normal distribution; Random variable; Variance |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-1-4612-2858-5 |
| isbn_softcover | 978-0-387-97721-8 |
| isbn_ebook | 978-1-4612-2858-5Series ISSN 0930-0325 Series E-ISSN 2197-7186 |
| issn_series | 0930-0325 |
| copyright | Springer-Verlag Berlin Heidelberg 1992 |
|Archiver|手機(jī)版|小黑屋|
派博傳思國(guó)際
( 京公網(wǎng)安備110108008328)
GMT+8, 2025-10-23 01:44
發(fā)表于 2025-3-21 19:42:46
