论文信息 - The robustness of the quasilikelihood estimator

The robustness of the quasilikelihood estimator

The quasilikelihood estimator is widely used in data analysis where a likelihood is not available. We illustrate that with a given variance function it is not only conservative, in minimizing a maximum risk, but also robust against a possible misspecification of either the likelihood or cumulants of the model. In examples it is compared with estimators based on maximum likelihood and quadratic estimating functions.

John A. Nelder | Youngjo Lee | J. Nelder | Youngjo Lee | Y. Lee

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