Basics of quasi- and pseudo-likelihood theories (in Russian)

Stanislav Anatolyev

Quantile, 2019, issue 14, 45-52

Abstract: This essay contains a brief review of concepts and methods related to the principle of maximum likelihood based on misspecified distributions: quasi-density, pseudo-density, quasi-likelihood, pseudo-likelihood, etc. The review is accompanied with examples and problems.

Date: 2019
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