云南高校图书馆联盟文献共享服务平台- QUASI-LIKELIHOOD

QUASI-LIKELIHOOD: 作品数：21被引量：53H指数：3; 导出分析报告; 相关领域：理学更多>>; 相关机构：贵州财经大学更多>>; 相关期刊：《Statistical Theory and Related Fields》《Science China Mathematics》《Acta Mathematicae Applicatae Sinica》《Open Journal of Statistics》更多>>; 相关基金：国家自然科学基金中国博士后科学基金国家社会科学基金更多>>

Stochastic loss reserving using individual information model with over-dispersed Poisson: 《Statistical Theory and Related Fields》2022年第2期114-128,共15页Zhigao Wang Xianyi Wu Chunjuan Qiu; This work was supported by the Natural Science Foundation of China(71771089);the Shanghai Philosophy and Social Sci-ence Foundation(2015BGL001);the National Social Science Foundation Key Program of China(17ZDA091);China Scholarship Council(201906140045)。; For stochastic loss reserving,we propose an individual information model(IIM)which accom-modates not only individual/micro data consisting of incurring times,reporting developments,settlement developments as well as p...; 关键词：Risk management loss reserving individual information model over-dispersed Poisson QUASI-LIKELIHOOD MSEP

Two-step Estimation for Longitudinal Data When the Working Correlation Matrix is a Linear Combination of Some Known Matrices: 《Acta Mathematicae Applicatae Sinica》2019年第2期264-273,共10页Yu-ling LI Wei GAO Man-Lai TANG Shu-rong ZHENG; Supported by the National Natural Science Foundation of China(No.11471068); The generalized estimating equations(GEE) approach is perhaps one of the most widely used methods for longitudinal data analysis. While the GEE method guarantees the consistency of its estimators under working correla...; 关键词：generalized estimating equations longitudinal data QUADRATIC INFERENCE functions QUASI-LIKELIHOOD TWO-STEP ESTIMATION

Asymptotic Properties of Maximum Quasi-Likelihood Estimators in Generalized Linear Models with Diverging Number of Covariates被引量：1: 《Journal of Systems Science & Complexity》2018年第5期1362-1376,共15页GAO Qibing DU Xiuli ZHOU Xiuqing XIE Fengchang; supported by Major Programm of Natural Science Foundation of China under Grant No.71690242;the Natural Science Foundation of China under Grant No.11471252;the National Social Science Fund of China under Grant No.18BTJ040; In this paper, for the generalized linear models （GLMs） with diverging number of covariates, the asymptotic properties of maximum quasi-likelihood estimators （MQLEs） under some regular conditions are developed. Th...; 关键词：Asymptotic normality diverging dimension generalized linear models linear hypothesis maximum quasi-likelihood estimators.

Unified Asymptotic Results for Maximum Spacing and Generalized Spacing Methods for Continuous Models被引量：1: 《Open Journal of Statistics》2018年第3期614-639,共26页Andrew Luong; Asymptotic results are obtained using an approach based on limit theorem results obtained for α-mixing sequences for the class of general spacings (GSP) methods which include the maximum spacings (MSP) method. The MS...; 关键词：MAXIMUM Product of SPACINGS M-ESTIMATORS QUASI-LIKELIHOOD Ratio Test Statistic Α-MIXING Sequences

Maximum Entropy Empirical Likelihood Methods Based on Laplace Transforms for Nonnegative Continuous Distribution with Actuarial Applications被引量：3: 《Open Journal of Statistics》2017年第3期459-482,共24页Andrew Luong; Maximum entropy likelihood (MEEL) methods also known as exponential tilted empirical likelihood methods using constraints from model Laplace transforms (LT) are introduced in this paper. An estimate of overall loss of...; 关键词：QUASI-LIKELIHOOD Projection Power Mixture Operator Quadratic Distance METHODS Insurance PREMIUM Stop-Loss PREMIUM

Efficiency of Some Estimators for a Generalized Poisson Autoregressive Process of Order 1: 《Open Journal of Statistics》2016年第4期637-650,共14页Louis G. Doray Andrew Luong El-Halla Najem; Various models have been proposed in the literature to study non-negative integer-valued time series. In this paper, we study estimators for the generalized Poisson autoregressive process of order 1, a model developed...; 关键词：Discrete Time Series Autoregressive Process Moment Estimator QUASI-LIKELIHOOD EFFICIENCY Generalized Poisson Quasi Binomial Distribution

Bootstrap Confidence Intervals for Proportions of Unequal Sized Groups Adjusted for Overdispersion被引量：1: 《Open Journal of Statistics》2015年第6期502-510,共9页Olivia Wanjeri Mwangi Ali Islam Orawo Luke; Group testing is a method of pooling a number of units together and performing a single test on the resulting group. It is an appealing option when few individual units are thought to be infected leading to reduced co...; 关键词：Group Testing Overdispersion QUASI-LIKELIHOOD CONFIDENCE Interval BOOTSTRAPPING COVERAGE Probability

Estimating Equations for Estimation of Mcdonald Generalized Beta— Binomial Parameters: 《Open Journal of Statistics》2014年第9期702-709,共8页Nthiwa M. Janiffer Ali Islam Orawo Luke; There has been a considerable recent attention in modeling over dispersed binomial data occurring in toxicology, biology, clinical medicine, epidemiology and other similar fields using a class of Binomial mixture dist...; 关键词：Maximum LIKELIHOOD MCDONALD GENERALIZED BETA BINOMIAL Simulation Quadratic Estimating Equations QUASI-LIKELIHOOD

Statistical inference for right-censored data with nonignorable missing censoring indicators被引量：1: 《Science China Mathematics》2013年第6期1263-1278,共16页SUN ZhiHua XIE TianFa LIANG Hua; supported by National Natural Science Foundation of China (Grant Nos. 10901162 and 10926073);China Postdoctoral Science Foundation and Foundation of the Key Laboratory of Random Complex Structures and Data Science, Chinese Academy of Sciences;supported by National Natural Science Foundation of China (Grant Nos. 10971007 and 11101015);the fund from the government of Beijing (Grant No. 2011D005015000007);supported by National Science Foundation of US (Grant Nos. DMS0806097 and DMS1007167); We consider the statistical inference for right-censored data when censoring indicators are missing but nonignorable, and propose an adjusted imputation product-limit estimator. The proposed estimator is shown to be c...; 关键词：MAR mechanism testing nonignorable missing censoring indicators survival function QUASI-LIKELIHOOD

Quasi-likelihood techniques in a logistic regression equation for identifying Simulium damnosum s.l.larval habitats intra-cluster covariates in Togo被引量：1: 《Geo-Spatial Information Science》2012年第2期117-133,共17页Benjamin G.JACOB Robert J.NOVAK Laurent TOE Moussa S.SANFO Abena N.AFRIYIE Mohammed A.IBRAHIM Daniel A.GRIFFITH Thomas R.UNNASCH; This work was produced by the US National Institute of Health/Fogarty International Center under SR01TW008508.; The standard methods for regression analyses of clustered riverine larval habitat data of Simulium damnosum s.l.a major black-fly vector of onchoceriasis,postulate models relating observational ecological-sampled para...; 关键词：Simulium damnosum s.l.cluster covariates QuickBird Onchoceriasis Annual biting rates Bayesian TOGO

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