Add to ORKGmean-variance model with an application to the zero-inflated Poisson model with measurement error
quasi score estimator, robustness Mathematical Subject Classification: Primany 62J02, secondary 62F3...
We consider a regression of y on x given by a pair of mean and variance functions with a parameter v...
This paper extends to Poisson variables the approach of Gilmour, Anderson and Rae (1985) for estima...
Optimality of the quasi-score estimator in a mean-variance model with applications to measuremen
In a multivariate mean-variance model, the class of linear score (LS) estimators based on an unbias...
We prove that the quasi-score estimator in a mean-variance model is optimal in the class of (unbiase...
We prove that the quasi-score estimator in a mean-variance model is optimal in the class of (unbiase...
We consider a regression of $y$ on $x$ given by a pair of mean and variance functions with a paramet...
We consider a polynomial regression model, where the covariate is measured with Gaussian errors. The...
This article proposed the Modified Structural Quasi Score (MSQS) estimators for Poisson regression p...
We consider a polynomial regression model, where the covariate is measured with Gaussian errors. The...
We study the optimal choice of quasi-likelihoods for nearly integrated, possibly non-normal, autoreg...
We study a nonlinear measurement model where the response vari-able has a density belonging to the e...
We consider a Poisson model, where the mean depends on certain covariates in a log-linear way with u...
International audienceThis paper introduces the class of quasi score-driven (QSD) models. This new c...
quasi score estimator, robustness Mathematical Subject Classification: Primany 62J02, secondary 62F3...
We consider a regression of y on x given by a pair of mean and variance functions with a parameter v...
This paper extends to Poisson variables the approach of Gilmour, Anderson and Rae (1985) for estima...
Optimality of the quasi-score estimator in a mean-variance model with applications to measuremen
In a multivariate mean-variance model, the class of linear score (LS) estimators based on an unbias...
We prove that the quasi-score estimator in a mean-variance model is optimal in the class of (unbiase...
We prove that the quasi-score estimator in a mean-variance model is optimal in the class of (unbiase...
We consider a regression of $y$ on $x$ given by a pair of mean and variance functions with a paramet...
We consider a polynomial regression model, where the covariate is measured with Gaussian errors. The...
This article proposed the Modified Structural Quasi Score (MSQS) estimators for Poisson regression p...
We consider a polynomial regression model, where the covariate is measured with Gaussian errors. The...
We study the optimal choice of quasi-likelihoods for nearly integrated, possibly non-normal, autoreg...
We study a nonlinear measurement model where the response vari-able has a density belonging to the e...
We consider a Poisson model, where the mean depends on certain covariates in a log-linear way with u...
International audienceThis paper introduces the class of quasi score-driven (QSD) models. This new c...
quasi score estimator, robustness Mathematical Subject Classification: Primany 62J02, secondary 62F3...
We consider a regression of y on x given by a pair of mean and variance functions with a parameter v...
This paper extends to Poisson variables the approach of Gilmour, Anderson and Rae (1985) for estima...